Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Selvi, Aras"'
Autor:
Selvi, Aras, Kreacic, Eleonora, Ghassemi, Mohsen, Potluru, Vamsi, Balch, Tucker, Veloso, Manuela
Adversarially robust optimization (ARO) has become the de facto standard for training models to defend against adversarial attacks during testing. However, despite their robustness, these models often suffer from severe overfitting. To mitigate this
Externí odkaz:
http://arxiv.org/abs/2407.13625
Problem definition: The recent advent of data-driven and end-to-end decision-making across different areas of operations management has led to an ever closer integration of prediction models from machine learning and optimization models from operatio
Externí odkaz:
http://arxiv.org/abs/2312.12230
In recent years, differential privacy has emerged as the de facto standard for sharing statistics of datasets while limiting the disclosure of private information about the involved individuals. This is achieved by randomly perturbing the statistics
Externí odkaz:
http://arxiv.org/abs/2304.12681
Recent work has leveraged the popular distributionally robust optimization paradigm to combat overfitting in classical logistic regression. While the resulting classification scheme displays a promising performance in numerical experiments, it is inh
Externí odkaz:
http://arxiv.org/abs/2205.13501
We introduce a solution scheme for portfolio optimization problems with cardinality constraints. Typical portfolio optimization problems are extensions of the classical Markowitz mean-variance portfolio optimization model. We solve such type of probl
Externí odkaz:
http://arxiv.org/abs/1812.00093
Autor:
Selvi, Aras1 (AUTHOR) a.selvi19@imperial.ac.uk, den Hertog, Dick2 (AUTHOR), Wiesemann, Wolfram1 (AUTHOR)
Publikováno v:
Mathematical Programming. Jan2023, Vol. 197 Issue 1, p427-447. 21p.
Autor:
Roebers, Lorenz M.1 (AUTHOR), Selvi, Aras1 (AUTHOR) a.selvi@tilburguniversity.edu, Vera, Juan C.1 (AUTHOR)
Publikováno v:
Engineering Economist. Jul-Sep2019, Vol. 64 Issue 3, p275-288. 14p. 3 Charts, 3 Graphs.
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