publications

2023

  1. yearly_means.png
    Markowitz Portfolio Construction at Seventy
    Stephen Boyd, Kasper Johansson, Ronald Kahn, and 2 more authors
    2023
    Working Paper, Stanford University
  2. SA_visualize_win2.png
    Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
    Kasper Johansson, Thomas Schmelzer, and Stephen Boyd
    2023
    Working Paper, Stanford University
  3. ewma_weights.png
    A Simple Method for Predicting Covariance Matrices of Financial Returns
    Kasper Johansson, Mehmet G. Ogut, Markus Pelger, and 2 more authors
    Foundations and Trends® in Econometrics, 2023
  4. MORRT.png
    Mixed Observable RRT: Multi-Agent Mission-Planning in Partially Observable Environments
    Kasper Johansson, Ugo Rosolia, Wyatt Ubellacker, and 2 more authors
    In 2023 IEEE International Conference on Robotics and Automation (ICRA), 2023
  5. NetworkWithDrone.png
    Multi-armed bandit learning on a graph
    Tianpeng Zhang, Kasper Johansson, and Na Li
    In 2023 57th Annual Conference on Information Sciences and Systems (CISS), 2023