publications
2023
- Markowitz Portfolio Construction at Seventy2023Working Paper, Stanford University
- Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization2023Working Paper, Stanford University
- A Simple Method for Predicting Covariance Matrices of Financial ReturnsFoundations and Trends® in Econometrics, 2023
- Mixed Observable RRT: Multi-Agent Mission-Planning in Partially Observable EnvironmentsIn 2023 IEEE International Conference on Robotics and Automation (ICRA), 2023
- Multi-armed bandit learning on a graphIn 2023 57th Annual Conference on Information Sciences and Systems (CISS), 2023