Computer Science – Computational Engineering – Finance – and Science
Scientist
Computer Science
Computational Engineering, Finance, and Science
Scientist
A direct formulation for sparse PCA using semidefinite programming
A Harmonic Analysis Solution to the Static Basket Arbitrage Problem
A Market Test for the Positivity of Arrow-Debreu Prices
A Pathwise Algorithm for Covariance Selection
A Semidefinite Relaxation for Air Traffic Flow Scheduling
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