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  • 博客(34)
  • 资源 (491)
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原创 【CVX】Bounding consumer preference

CVX: estimation and regression

2021-01-23 15:52:07 188

原创 【CVX】Sparse descriptions and basis pursuit

cvx:regression

2021-01-23 10:52:23 262

原创 【YALMIP】Parameterizing the uncertainty set in robust optimization

yalmip uncertain

2021-01-21 16:05:01 225

原创 【CVX】Total variation reconstruction

CVX:tv

2021-01-19 15:15:28 373

原创 【CVX】An optimal tradeoff curve

cvx: reconstruction and smoothing

2021-01-19 12:06:31 289

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】Robust approximation

CVX: Robust approximation

2021-01-17 15:58:08 294 2

原创 【DP】The dynamic programming algorithm

DP ch1

2021-01-17 09:29:32 129

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】Sensitivity analysis for a simple QCQP

cvx:sensitivity

2021-01-16 18:01:27 235

原创 【CVX】Lp norm approximation

CVX:Lp norm

2021-01-16 13:19:45 409

原创 【CVX】Mixed strategies for matrix games

cvx: Mixed strategies for matrix games

2021-01-14 22:43:07 458

原创 【CVX】Solves a simple QCQP

cvx:QCQP

2021-01-13 20:50:08 1527

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 【CVX】SDP and conic form problems

CVX:LMI & SDP

2021-01-12 14:15:42 720

原创 【CVX】Matrix fractional minimization using SOCP

CVX:SOCP

2021-01-11 19:19:59 853

原创 【CVX】Conic: Fastest mixing Markov chain on a graph

Conic:SDP: CVX

2021-01-11 14:37:53 205

原创 【CVX】GP:Minimum spectral radius via Peron-Frobenius theory

CVX:GP

2021-01-10 18:30:38 278

原创 【CVX】Examples of Geometric programming

CVX:GP

2021-01-09 13:00:58 260

原创 【PLT】Bar Chart

bar chart

2021-01-08 17:34:46 298

原创 【CVX】Chebyshev center of a polyhedron

center of a 2D polyhedron

2021-01-07 21:10:28 872

原创 【CVX】Markowitz Model

CVX:mv model

2021-01-07 16:53:19 320

原创 【ALGO】The affine scaling algorithm(2)

Interior point algorithm

2021-01-06 15:04:28 167

原创 【ALGO】The affine scaling algorithm(1)

interior point algorithm (1)

2021-01-05 18:16:43 207

原创 【CLP】Gaussian Projection Reduction & Randomized Binary Reduction

Gaussian Projection Reduction & Randomized Binary Reduction

2021-01-05 13:11:20 170

原创 【SCI】Review & Writing(1)

SCI writing

2021-01-04 20:03:47 245

原创 【CLP】Complementarity and Solution Rank of SDP: Null-Space Rank Reduction

Null-Space Rank Reduction

2021-01-04 14:40:56 142

原创 【DP】The Dynamic Programming Algorithm

DP - ch1

2021-01-04 09:51:29 141

原创 【CLP】Conic Linear Programming Duality

CLP duality

2021-01-03 16:39:00 338

原创 【CLP】Conic Programming

CLP

2021-01-02 21:47:37 170

原创 【ALGO】Interior Point Methods

Interior Point Method

2021-01-02 09:53:58 200 2

原创 【RO】Robust Counterparts

RC

2021-01-01 17:07:39 650

【华泰金工】深度报告.zip

华泰证券金融工程研究报告

2021-04-09

418.81-quadro-desktop-notebook-win10-64bit-international-whql.exe

418.81-quadro-desktop-notebook-win10-64bit-international-whql.exe

2021-04-04

A study of robust portfolio optimization with European options

robust optimization for options

2021-02-19

2011_Type 2 fuzzy functional inference method Design and Properties.pdf

2011_Type 2 fuzzy functional inference method Design and Properties.pdf2011_Type 2 fuzzy functional inference method Design and Properties.pdf

2020-12-15

Robust solutions of uncertain linear programs.pdf

Robust solutions of uncertain linear programs.pdf

2020-12-14

Multi-period portfolio optimization.pdf

Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment

2020-12-11

Recent advancements in robust optimization for investment management.pdf

Recent advancements in robust optimization for investment management.pdfRecent advancements in robust optimization for investment management.pdfRecent advancements in robust optimization for investment management.pdf

2020-12-09

Robust solutions of LP contaminated with uncertain data.pdf

Robust solutions of LP contaminated with uncertain data.pdfRobust solutions of LP contaminated with uncertain data.pdfRobust solutions of LP contaminated with uncertain data.pdf

2020-12-08

Optimization_in_Practice_with_MATLAB.rar

Optimization_in_Practice_with_MATLAB.rarOptimization_in_Practice_with_MATLAB.rarOptimization_in_Practice_with_MATLAB.rar

2020-12-07

robust solutions to multi-objective linear programming with uncertain data.pdf

robust solutions to multi-objective linear programming with uncertain data.pdfrobust solutions to multi-objective linear programming with uncertain data.pdfrobust solutions to multi-objective linear programming with uncertain data.pdf

2020-12-06

Robust multiobjective optimization & applications in portfolio optimization.pdf

Robust multiobjective optimization & applications in portfolio optimization.pdfRobust multiobjective optimization & applications in portfolio optimization.pdfRobust multiobjective optimization & applications in portfolio optimization.pdf

2020-12-04

Robust multiobjective portfolio optimization A minimax regret approach.pdf

Robust multiobjective portfolio optimization: A minimax regret approachRobust multiobjective portfolio optimization: A minimax regret approach

2020-12-03

markowitz with regret.pdf

markowitz with regret.pdfmarkowitz with regret.pdfmarkowitz with regret.pdf

2020-12-02

Fuzzy Portfolio Optimization Theory and Methods.pdf

Fuzzy Portfolio Optimization Theory and Methods.pdfFuzzy Portfolio Optimization Theory and Methods.pdfFuzzy Portfolio Optimization Theory and Methods.pdf

2020-12-01

a portfolio selection problem with type-2 fuzzy return.pdf

a portfolio selection problem with type-2 fuzzy return.pdf a portfolio selection problem with type-2 fuzzy return.pdf a portfolio selection problem with type-2 fuzzy return.pdf

2020-12-01

Portfolio selection with coherent Investor’s expectations under uncertainty.pdf

Portfolio selection with coherent Investor’s expectations under uncertainty.pdfPortfolio selection with coherent Investor’s expectations under uncertainty.pdfPortfolio selection with coherent Investor’s expectations under uncertainty.pdf

2020-11-29

Robust VaR and CVaR optimization under joint ambiguity .pdf

Robust VaR and CVaR optimization under joint

2020-11-21

EAPML_review.rar

论文empirical assert pricing with machine learning 解读及PPT,pdf文件及latex源代码

2020-11-19

SUFE_SIME_Phd_Thesis_Defense_latex_Module_File.rar

SUFE_SIME_Phd_Thesis_Defense_latex_Module_File.rar

2020-11-19

bcp_LQ.pdf

银行风险控制系统建模,Python代码实现,在LQR控制框架下实现银行风险控制,力求目标函数最为稳定

2020-11-19

基于机器强化学习与蒙特卡洛树的基本原理及其应用_李承奥.pdf

基于机器强化学习与蒙特卡洛树的基本原理及其应用_李承奥.pdf

2020-11-19

强化学习算法在分阶段组合投资决策中的应用_党兴华.pdf

强化学习算法在分阶段组合投资决策中的应用_党兴华.pdf

2020-11-19

基于深度强化学习的股市投资模型构建及实证研究_满奇

基于深度强化学习的股市投资模型构建及实证研究_满奇

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

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

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

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

基于多层感知机和RBF转换函数的混合神经网络_武妍.pdf

基于多层感知机和RBF转换函数的混合神经网络_武妍.pdf

2020-11-19

基于Logistic模型和Boo_省略_ng算法的开放式基金投资价值分析_陈昕.pdf

基于Logistic模型和Boo_省略_ng算法的开放式基金投资价值分析_陈昕.pdf

2020-11-19

基于Lasso和Xgboost的油价预测研究_施国良.pdf

基于Lasso和Xgboost的油价预测研究_施国良.pdf

2020-11-19

机器学习方法在股指期货预测中的应_省略_SVM和XGBoost的比较分析_黄卿.pdf

机器学习方法在股指期货预测中的应_省略_SVM和XGBoost的比较分析_黄卿.pdf

2020-11-19

基于EMD与神经网络的中国股票市场预测_王文波.pdf

基于EMD与神经网络的中国股票市场预测_王文波.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

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

基于Black_Litterman法的我国养老金组合管理研究_徐漫.pdf

基于Black_Litterman法的我国养老金组合管理研究_徐漫.pdf

2020-11-19

金融系统鲁棒优化问题研究.caj

金融系统鲁棒优化问题研究.caj

2020-11-19

可计算的投资组合模型与优化方法研究_张鹏.caj

可计算的投资组合模型与优化方法研究_张鹏.caj

2020-11-19

连续时间投资组合优化理论方法研究_常浩.caj

连续时间投资组合优化理论方法研究_常浩.caj

2020-11-19

流动性与股票组合投资管理研究_姚亚伟.caj

流动性与股票组合投资管理研究_姚亚伟.caj

2020-11-19

强化学习方法及其应用研究_黄炳强.caj

强化学习方法及其应用研究_黄炳强.caj

2020-11-19

若干投资组合优化问题模型及算法的研究_马孝先.caj

若干投资组合优化问题模型及算法的研究_马孝先.caj

2020-11-19

条件风险值_CVaR_模型的理论研究_蒋敏.caj

条件风险值_CVaR_模型的理论研究_蒋敏.caj

2020-11-19

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