Escobar M., Yang Y.J., and Zagst R.
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and Applications
Working Paper submitted for publication
2024

Milzarek, Andre;Schaipp, Fabian;Ulbrich, Michael
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction
SIAM Journal on Optimization
2024
34
1
1157-1185

Ulbrich, Michael;Fritz, Julia
On generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals
Optimization Methods and Software
2024
1-31

Milz, Johannes;Ulbrich, Michael
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
SIAM Journal on Optimization
2024
34
1
844-869

Yu, Shiqing; Drton, Mathias; Shojaie, Ali
Interaction Models and Generalized Score Matching for Compositional Data
1-25
Proceedings of Machine Learning Research
The 2nd Learning on Graphs Conference
2024

Böhm, Andreas
On Price Formation in Prediction Markets
Masterarbeit
2024

Shuai Wang
Learning Polytree Models with Hidden Variables
Masterarbeit
2024

Rahul Radhakrishnan
Learning Graphical Lyapunov Models using Best-subset Selection Methods
Masterarbeit
2023

Ruixuan Zhu
Applying double machine learning and BART methods to the American Causal Inference Conference 2022 Data Challenge
Masterarbeit
2023

Khemka G.,Lim W., and Zagst R.
The Theory of Constant Proportion Performance Participation
Working Paper submitted for publication
2024