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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
26-Jun-2012A quantitative Gibbard-Satterthwaite theorem without neutralityMossel, E; Rácz, Miklos Z
Jun-2012Vast Portfolio Selection With Gross-Exposure ConstraintsFan, Jianqing; Zhang, Jingjin; Yu, Ke
Jun-2012Deviation optimal learning using greedy Q-aggregationDai, Dong; Rigollet, Philippe; Zhang, Tong
Apr-2012Kullback–Leibler aggregation and misspecified generalized linear modelsRigollet, Philippe
Apr-2012Existence, minimality and approximation of solutions to BSDEs with convex driversCheridito, Patrick; Stadje, Mitja
Mar-2012Fast Fourier optimizationVanderbei, Robert J.
Mar-2012Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio SelectionFan, Jianqing; Li, Yingying; Yu, Ke
9-Feb-2012Space-based planet detection using two MEMS DMs and a shaped pupilKasdin, NJ; Groff, T; Carlotti, A; Vanderbei, Robert J.
Jan-2012Local WarmingVanderbei, Robert J.
Jan-2012Variance estimation using refitted cross-validation in ultrahigh dimensional regressionFan, Jianqing; Guo, Shaojun; Hao, Ning
2012Optimized shaped pupil masks for pupil with obscurationCarlotti, Alexis; Kasdin, N Jeremy; Vanderbei, Robert J.; Delorme, Jacques-Robert
2012A Quasi Monte Carlo Method for Large-Scale Inverse ProblemsPolydorides, Nick; Wang, Mengdi; Bertsekas, Dimitri P.
2012Detecting Network Cliques with Radon Basis PursuitJiang, Xiaoye; Yao, Yuan; Liu, Han; Guibas, Leonidas
2012Exponential Concentration for Mutual Information Estimation with Application to ForestsLiu, Han; Lafferty, John; Wasserman, Larry
2012Sparse additive machineZhao, T; Liu, H
2012Semiparametric principal component analysisHan, F; Liu, H
2012Smooth-projected neighborhood pursuit for high-dimensional nonparanormal graph estimationZhao, T; Roeder, K; Liu, H
2012Sparse Nonparametric Graphical ModelsLafferty, John; Liu, Han; Wasserman, Larry
2012Pricing and Hedging in Affine Models with Possibility of DefaultCheridito, Patrick; Wugalter, Alexander
2012Transelliptical graphical modelsLiu, H; Han, F; Zhang, CH