Stanford, CA 94305-6104
United States
Stanford University - Department of Electrical Engineering
SSRN RANKINGS
in Total Papers Downloads
optimization, portfolio construction, ADMM, quantitative finance
Risk Model, Maximum Likelihood Estimation, Factor Model, Statistical Factors
Robust optimization, portfolio optimization, saddle point, yield curve
options, risk-neutral proababilities, derivatives, convex optimization
Optimization, covariance, finance, radar, forecasting, Laplacian, stratified model
Portfolio optimization, Gaussian mixture, convex optimization, exponential utility, EVaR
representative samples; survey weighting; raking; iterative proportional fitting; convex optimization; mixed-integer convex optimization
Liability clearing; Eisenberg-Noe; Interbank liabilities; Stochastic control; Model predictive control; Optimization; Convex optimization
portfolio optimization, cumulative prospect theory, convex optimization
robust optimization, saddle point, convex optimization
Portfolio Management, Control
Optimal Pricing, Multi-Product Pricing, Profit Maximization, Constrained Optimization, Convex–Concave Procedure, Minorization Maximization, Nonlinear Programming
Convex Optimization, Distributed Optimization, Portfolio Optimization
net load forecasting, probabilistic forecasting, quantile regression, quasi-periodic phenomena, continuous ranked probability score (CRPS), convex optimization
Demand Modeling, Factor Model, Price Elasticity, Nonlinear Programming, Optimal Pricing
Portfolio Optimization, Convex Optimization, Mean-Variance Optimization
Social Security, optimization, lifecycle models
