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Operations Research and Financial Engineering

Publication DateArticle TitleAuthor(s)
Jan-2017Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptionsFan, Jianqing; Li, Quefeng; Wang, Yuyan
1-Nov-2016Guarding against spurious discoveries in high dimensionsFan, J; Zhou, WX
Oct-2016What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?Fan, Jianqing; Imerman, Michael B; Dai, Wei
Oct-2016Robust inference of risks of large portfoliosFan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
Sep-2016Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methodsVanderbei, Robert J.; Lin, Kevin; Liu, Han; Wang, Lie
2-Jul-2016Conditional Sure Independence ScreeningBarut, Emre; Fan, Jianqing; Verhasselt, Anneleen
Jul-2016Sharp nonasymptotic bounds on the norm of random matrices with independent entriesBandeira, Afonso S; van Handel, Ramon
Feb-2016An overview of the estimation of large covariance and precision matricesFan, Jianqing; Liao, Yuan; Liu, Han
Feb-2016Projected principal component analysis in factor modelsFan, Jianqing; Liao, Yuan; Wang, Weichen
14-Jan-2016Shaped pupil Lyot coronagraphs: high-contrast solutions for restricted focal planesZimmerman, Neil T; Eldorado Riggs, AJ; Jeremy Kasdin, N; Carlotti, Alexis; Vanderbei, Robert J.
2-Jan-2016Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional ClassificationFan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin
Oct-2015Can local particle filters beat the curse of dimensionality?Rebeschini, Patrick; van Handel, Ramon
16-Sep-2015Shaped pupil Lyot coronagraph designs for WFIRST/AFTAZimmerman, NT; Riggs, AJE; Kasdin, NJ; Carlotti, A; Vanderbei, Robert J.
15-Sep-2015Scaling relation for occulter manufacturing errorsSirbu, D; Shaklan, SB; Kasdin, NJ; Vanderbei, Robert J.
Sep-2015Sparsifying the Fisher linear discriminant by rotationHao, Ning; Dong, Bin; Fan, Jianqing
Aug-2015QUADRO: A supervised dimension reduction method via Rayleigh quotient optimizationFan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy
30-Jul-2015Which young tableaux can represent an outer sum?Mallows, C; Vanderbei, Robert J.
Jun-2015Risks of large portfoliosFan, Jianqing; Liao, Yuan; Shi, Xiaofeng
Jun-2015A Distributed Tracking Algorithm for Reconstruction of Graph SignalsWang, Xiaohan; Wang, Mengdi; Gu, Yuantao
2-Jan-2015Homogeneity PursuitKe, Zheng Tracy; Fan, Jianqing; Wu, Yichao