Search Results
2. Efficient Simulation Methods for Estimating Risk Measures
3. First Order Methods for Large-Scale Sparse Optimization
4. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions
5. Approximate dynamic programming for large scale systems
6. A Simulation Model to Analyze the Impact of Golf Skills and a Scenario-based Approach to Options Portfolio Optimization
7. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms
8. Essays on Inventory Management and Object Allocation
9. Multiproduct Pricing Management and Design of New Service Products
10. Three Essays on Dynamic Pricing and Resource Allocation
11. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
12. Models for managing surge capacity in the face of an influenza epidemic
13. Optimization Algorithms for Structured Machine Learning and Image Processing Problems
14. Stochastic Models of Limit Order Markets
15. Two Papers of Financial Engineering Relating to the Risk of the 2007--2008 Financial Crisis
16. Convex Optimization Algorithms and Recovery Theories for Sparse Models in Machine Learning
17. Data-driven Decisions in Service Systems
18. Essays in Financial Engineering
19. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options
20. Graph Structure and Coloring
21. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations
22. Network Resource Allocation Under Fairness Constraints
23. New Quantitative Approaches to Asset Selection and Portfolio Construction
24. On the Kidney Exchange Problem and Online Minimum Energy Scheduling
25. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems
26. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk
27. Stochastic Approximation Algorithms in the Estimation of Quasi-Stationary Distribution of Finite and General State Space Markov Chains
28. Studies in Stochastic Networks: Efficient Monte-Carlo Methods, Modeling and Asymptotic Analysis
29. The Theory of Systemic Risk
30. A Family of Latent Variable Convex Relaxations for IBM Model 2
31. Essays on Inventory Management and Conjoint Analysis
32. Excluding Induced Paths: Graph Structure and Coloring
33. Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options
34. Optimal Multiple Stopping Approach to Mean Reversion Trading
35. Perfect Simulation and Deployment Strategies for Detection
36. Ranking Algorithms on Directed Configuration Networks
37. Smart Grid Risk Management
38. Stochastic Networks: Modeling, Simulation Design and Risk Control
39. Two Essays in Financial Engineering
40. Approximation Algorithms for Demand-Response Contract Execution and Coflow Scheduling
41. Essays on Approximation Algorithms for Robust Linear Optimization Problems
42. On the Trade-offs between Modeling Power and Algorithmic Complexity
43. Optimal Stopping and Switching Problems with Financial Applications
44. Optimization in Strategic Environments
45. Clearinghouse Default Resources: Theory and Empirical Analysis
46. Fundamental Tradeoffs for Modeling Customer Preferences in Revenue Management
47. Integer programming techniques for Polynomial Optimization
48. Non-Bayesian Inference and Prediction
49. Online Algorithms for Dynamic Resource Allocation Problems
50. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading
- « Previous
- Next »
- 1
- 2
- 3