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Stochastic optimization
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541	WWW 2010 • Full Paper April 26-30 • Raleigh • NC • USA A Contextual-Bandit Approach to Personalized News Article Recommendation Add to Reading List Source URL: www.research.rutgers.edu Language: English - Date: 2010-05-02 03:42:39 Machine learning Cybernetics Theoretical computer science Multi-armed bandit Stochastic optimization Reinforcement learning Greedy algorithm Recommender system Algorithm Statistics Mathematics Applied mathematics
542	Domokos Vermes and Min Zhao WPI Financial Mathematics Laboratory Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2011-05-19 21:22:26 Finance Investment Stochastic volatility Volatility smile Volatility Implied volatility Mathematical optimization Mathematical finance Financial economics Options
543	Financial Portfolio Optimization with (O)R Operations Research & R Ronald Hochreiter (WU Vienna) 5th R/Finance, Chicago, USA. May 2013. Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2013-05-17 09:22:56 Mathematics Stochastic optimization Optimization problem AMPL Modern portfolio theory Robust optimization Global optimization Mathematical optimization Operations research Applied mathematics
544	DSGE Model Restrictions for Structural VAR Identiﬁcation∗ Philip Liua and Konstantinos Theodoridisb a International Monetary Fund Add to Reading List Source URL: www.ijcb.org Language: English - Date: 2012-11-30 09:32:00 New Keynesian economics Macroeconomics New classical macroeconomics Dynamic stochastic general equilibrium Macroeconomic model Vector autoregression Variance Economic model Mathematical optimization Statistics Data analysis Covariance and correlation
545	Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Costs Nalan G¨ ulpınar, Ber¸c Rustem∗, Reuben Settergren Department of Computing, Imperial College of Science, Technology and Medicine Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2004-05-17 08:18:52 Financial risk Investment Utility Mathematical finance Modern portfolio theory Two-moment decision models Portfolio optimization Hyperbolic absolute risk aversion Mathematical optimization Financial economics Economics Finance
546	Global optimization of robust chance constrained problems Panos Parpas∗, Ber¸c Rustem∗ , Efstratios N. Pistikopoulos† March 30, 2007 Abstract Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2009-08-13 13:43:50 Mathematical analysis Stochastic differential equation Linear programming Convex optimization Nonlinear programming Optimization problem Itō diffusion Firefly algorithm Mathematical optimization Operations research Mathematics
547	Call for Papers Annals of Operations Research Special Volume: Applied Optimization and Data Mining, Dedicated to Dr. Panos Pardalos on the Occasion of His 60th Birthday This volume will be dedicated to Dr. Panos Pardalos Add to Reading List Source URL: rutcor.rutgers.edu Language: English - Date: 2013-12-16 13:50:07 Knowledge Global optimization Academia Stochastic programming Program optimization Mathematical optimization Operations research Science
548	Appendix A: Component Software Architecture 1 Introduction We outline the design of a component-based software architecture that analyses and values industrial investment projects. We use the contingent claim, or real o Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2002-05-24 04:44:48 Differential equations Applied mathematics Stochastic calculus Operations research Computational science Stochastic differential equation Stochastic Numerical analysis Bellman equation Mathematics Statistics Mathematical optimization
549	European Journal of Operational Research[removed]–168 www.elsevier.com/locate/dsw Stochastics and Statistics Post-tax optimization with stochastic programming Add to Reading List Source URL: www.doc.ic.ac.uk Language: English - Date: 2004-04-30 07:54:39 Economics Thorn Modern portfolio theory Taxation in the United Kingdom Capital gains tax Income tax in the United States Rate of return Mathematical optimization Portfolio optimization Financial economics Investment Finance
550	Policy search by dynamic programming J. Andrew Bagnell Carnegie Mellon University Pittsburgh, PA[removed]Andrew Y. Ng Add to Reading List Source URL: www.cs.cmu.edu Language: English - Date: 2004-03-05 16:57:09 Markov processes Applied mathematics Markov models Dynamic programming Stochastic control Reinforcement learning Partially observable Markov decision process Mathematical optimization Markov chain Statistics Operations research Control theory

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