Multivariate Affine GARCH in portfolio optimization. Analytical solutions and Applications
Working Paper submitted for publication
2024
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction
SIAM Journal on Optimization
2024
34
1
1157-1185
On generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals
Optimization Methods and Software
2024
1-31
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
SIAM Journal on Optimization
2024
34
1
844-869
IEEE Microwave Theory and Technology Society Membership and Geographic Activities: Women in Microwaves Subcommittee [Women in Microwaves]
IEEE Microwave Magazine
2024
25
5
20-21
Formal Verification of Graph Convolutional Networks with Uncertain Node Features and Uncertain Graph Structure
arxiv
2024
Swing-Up of a Weakly Actuated Double Pendulum via Nonlinear Normal Modes
European Control Conference (ECC) 2024
2024
Evaluation and Optimization of Positional Accuracy for Maritime Positioning Systems
IEEE WoWMoM
2024
Minimizing Rate Variability with Effective Resource Utilization in Cellular Networks
IEEE Transactions on Mobile Computing
2024
1-17