- 博客(34)
- 资源 (491)
- 收藏
- 关注
原创 【YALMIP】Parameterizing the uncertainty set in robust optimization
yalmip uncertain
2021-01-21 16:05:01 225
原创 【CVX】Interpolation with convex functions & Penalty function approx.
cvx: interpolation
2021-01-18 13:12:43 255 2
原创 【CVX】Norm bounded & Polynomial fitting
CVX: norm bounded and Polynomial fitting
2021-01-17 20:44:16 232
原创 【CVX】SDP relaxation of the two-way partitioning problem & Residual minimization with penalty
cvx: SDP relaxation & penalty function
2021-01-16 20:22:35 1114
原创 【CVX】Mixed strategies for matrix games
cvx: Mixed strategies for matrix games
2021-01-14 22:43:07 458
原创 【CVX】Equivalent convex problems (Huber) & Log-optimal investment strategy
CVX: Huber & Log-optimal investment strategy
2021-01-13 16:07:48 409
原创 【CVX】Maximum determinant PSD matrix completion
CVX: matrix completion & mutual information
2021-01-12 21:01:05 303
原创 【CLP】Gaussian Projection Reduction & Randomized Binary Reduction
Gaussian Projection Reduction & Randomized Binary Reduction
2021-01-05 13:11:20 170
原创 【CLP】Complementarity and Solution Rank of SDP: Null-Space Rank Reduction
Null-Space Rank Reduction
2021-01-04 14:40:56 142
418.81-quadro-desktop-notebook-win10-64bit-international-whql.exe
2021-04-04
A study of robust portfolio optimization with European options
2021-02-19
2011_Type 2 fuzzy functional inference method Design and Properties.pdf
2020-12-15
Robust solutions of uncertain linear programs.pdf
2020-12-14
Multi-period portfolio optimization.pdf
2020-12-11
Recent advancements in robust optimization for investment management.pdf
2020-12-09
Robust solutions of LP contaminated with uncertain data.pdf
2020-12-08
Optimization_in_Practice_with_MATLAB.rar
2020-12-07
robust solutions to multi-objective linear programming with uncertain data.pdf
2020-12-06
Robust multiobjective optimization & applications in portfolio optimization.pdf
2020-12-04
Robust multiobjective portfolio optimization A minimax regret approach.pdf
2020-12-03
markowitz with regret.pdf
2020-12-02
Fuzzy Portfolio Optimization Theory and Methods.pdf
2020-12-01
a portfolio selection problem with type-2 fuzzy return.pdf
2020-12-01
Portfolio selection with coherent Investor’s expectations under uncertainty.pdf
2020-11-29
Robust VaR and CVaR optimization under joint ambiguity .pdf
2020-11-21
SUFE_SIME_Phd_Thesis_Defense_latex_Module_File.rar
2020-11-19
基于策略迭代的连续时间系统的随机线性二次最优控制_王涛.pdf
2020-11-19
风险依赖_一致性风险度量与投资组_省略_pula_CVaR的投资组合研究_张冀.pdf
2020-11-19
基于扭曲混合Copula和ARM_省略_证综指_中证综合债和上证基金为例_鲁思瑶.pdf
2020-11-19
基于Copula观点整合策略的大_省略_Litterman模型的比较研究_肖燕飞.pdf
2020-11-19
空空如也
TA创建的收藏夹 TA关注的收藏夹
TA关注的人