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Jonathan Tuck

Stanford University - Department of Electrical Engineering

Stanford, CA 94305-6104

United States

  • Stanford University - Department of Electrical Engineering

SCHOLARLY PAPERS

2

DOWNLOADS

241

TOTAL CITATIONS

4

Scholarly Papers (2)

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1.

Convex Optimization Over Risk-Neutral Probabilities

Number of pages: 19 Posted: 31 Mar 2020
Shane Barratt, Jonathan Tuck and Stephen Boyd
Stanford University - Department of Electrical Engineering, Stanford University - Department of Electrical Engineering and Stanford University - Department of Electrical Engineering
Downloads 122 (588,531)

Abstract:

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options, risk-neutral proababilities, derivatives, convex optimization

2.

Fitting Laplacian Regularized Stratified Gaussian Models

Number of pages: 24 Posted: 16 Jun 2020
Jonathan Tuck and Stephen Boyd
Stanford University - Department of Electrical Engineering and Stanford University - Department of Electrical Engineering
Downloads 119 (600,462)
Citation 4

Abstract:

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Optimization, covariance, finance, radar, forecasting, Laplacian, stratified model