Machine Learning and Portfolio Optimization - LBS Research Online
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a probabilistic approach to the reduite in optimal stoppingkaraoui ANTONIO OCELLOMissing: Optimal Derivatives Design under Dynamic Risk MeasuresAuthors: Nicole El Karoui, Caroline Hillairet, Mohamed Mrad. Title: Affine long term yield curves: an application of the Ramsey rule with progressive ... Synchronization and optimality for multi-armed bandit problems in ...| Show results with: H-France Review Vol. 20 (June 2020), No. 101 Hakim El Karoui, L ...karaoui A few remarks on the bootstrapMissing: On robust regression with high-dimensional predictorsEl Karoui and Quenez (1995) only considered superstrate- gies, which are strategies with a positive tracking error, and defined the upper price for each. Optimal Revelated Utilities and Convex Pricing kernels| Show results with: Financial Crisis and Mathematics - IJCLab Events Directory (Indico)karaoui Can We Trust the Bootstrap in High-dimensions? The Case of ...Missing: A new approach to the Skorohod problem, and its applicationsAlso, this analysis can be used to justify rigorously some of the claims made in El Karoui et al. (2011). Finally, it may prove useful in some bootstrap studies. a stochastic representation theorem with applications to optimization ...| Show results with:
