현상
포트폴리오 최적화
6편 · 2017 1편, 2023 2편, 2024 2편, 2025 1편
- Model Aggregation for Risk Evaluation and Robust Optimization
- Portfolio Optimization Based on Almost Second-Degree Stochastic Dominance
- Learning to Optimize Contextually Constrained Problems for Real-Time Decision Generation
- Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set
- Picking winners: Diversification through portfolio optimization
- Discrete Nonlinear Optimization by State-Space Decompositions