المؤلفون: Romanko, Oleksandr, Narayan, Akhilesh, Kwon, Roy H.

مصطلحات موضوعية: Quantitative Finance - Portfolio Management, Computer Science - Artificial Intelligence, Computer Science - Computational Engineering, Finance, and Science, Quantitative Finance - Computational Finance, 90, I.2.7, G.1.6, J.4

URL الوصول: http://arxiv.org/abs/2308.06260

المؤلفون: Butler, Andrew, Kwon, Roy H.

مصطلحات موضوعية: Computer Science - Machine Learning, Mathematics - Optimization and Control, Statistics - Machine Learning

URL الوصول: http://arxiv.org/abs/2204.06895

المؤلفون: Butler, Andrew, Kwon, Roy H.

مصطلحات موضوعية: Mathematics - Optimization and Control, Quantitative Finance - Computational Finance, Quantitative Finance - Portfolio Management

URL الوصول: http://arxiv.org/abs/2112.07016

المؤلفون: Costa, Giorgio, Kwon, Roy H.

مصطلحات موضوعية: Mathematics - Optimization and Control, Quantitative Finance - Computational Finance, Quantitative Finance - Portfolio Management

URL الوصول: http://arxiv.org/abs/2110.06464

المؤلفون: Butler, Andrew, Kwon, Roy H.

مصطلحات موضوعية: Quantitative Finance - Portfolio Management

URL الوصول: http://arxiv.org/abs/2102.09287

المؤلفون: Anis, Hassan T.¹ (AUTHOR) hassan.anis@mail.utoronto.ca, Kwon, Roy H.¹ (AUTHOR) rkwon@mie.utoronto.ca

المصدر: European Journal of Operational Research. Feb2025, Vol. 320 Issue 3, p739-753. 15p.

مصطلحات موضوعية: *INTEGER programming, *PARAMETER estimation, *DECISION making, COVARIANCE matrices, EXPERIMENTAL design

المؤلفون: Wu, Dexiang, Wu, Desheng Dash, Kwon, Roy H.

المصدر: International Journal of Production Research. 57(21):6875-6892

مصطلحات موضوعية: data-driven network, uncertainty, Stochastic Mixed Integer Program (SMIP), Progressive Hedging, decomposition

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-175935
https://doi.org/10.1080/00207543.2018.1508901

المؤلفون: Granzer-Guay, Alexandre¹ (AUTHOR), Kwon, Roy H.¹ (AUTHOR) rkwon@mie.utoronto.ca

المصدر: Engineering Economist. Jul-Sep2024, Vol. 69 Issue 3, p189-212. 24p.

مصطلحات موضوعية: *PASSIVE investing strategy, *NEWSVENDOR model, *PORTFOLIO managers (Investments), ARTIFICIAL satellite tracking

المؤلفون: Butler, Andrew¹ (AUTHOR), Kwon, Roy H.¹ (AUTHOR) rkwon@mie.utoronto.ca

المصدر: Quantitative Finance. Mar2023, Vol. 23 Issue 3, p429-452. 24p.

مصطلحات موضوعية: Asset allocation, Prediction models, Forecasting, Analytical solutions, Regression analysis, Income inequality

المؤلفون: Patki, Shreya¹ (AUTHOR) s.patki@mail.utoronto.ca, Kwon, Roy H.¹ (AUTHOR) rkwon@mie.utoronto.ca, Lawryshyn, Yuri^1,2 (AUTHOR)

المصدر: Risks. Jan2024, Vol. 12 Issue 1, p8. 17p.

مصطلحات موضوعية: *PORTFOLIO performance, *BEAR markets, *ASSET allocation, *PORTFOLIO management (Investments), SPANNING trees

الشركة/الكيان: STANDARD & Poor's Financial Services LLC

المؤلفون: Islip, David, Wei, Jason Z., Kwon, Roy H.

المصدر: The Engineering Economist ; volume 66, issue 2, page 150-184 ; ISSN 0013-791X 1547-2701

الاتاحة: https://doi.org/10.1080/0013791x.2020.1733721
https://www.tandfonline.com/doi/pdf/10.1080/0013791X.2020.1733721

المؤلفون: Chan, Timothy C. Y., Demirtas, Derya, Kwon, Roy H.

المصدر: Management Science, 2016 Dec 01. 62(12), 3617-3635.

URL الوصول: http://www.jstor.org/stable/44166544

المؤلفون: Anis, Hassan T., Costa, Giorgio, Kwon, Roy H.

المساهمون: Natural Sciences and Engineering Research Council of Canada

المصدر: Computers & Operations Research ; volume 154, page 106219 ; ISSN 0305-0548

الاتاحة: http://dx.doi.org/10.1016/j.cor.2023.106219
https://api.elsevier.com/content/article/PII:S0305054823000837?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S0305054823000837?httpAccept=text/plain

المؤلفون: Butler, Andrew, Kwon, Roy H.

المصدر: Operations Research Letters ; volume 51, issue 1, page 79-83 ; ISSN 0167-6377

الاتاحة: http://dx.doi.org/10.1016/j.orl.2022.12.006
https://api.elsevier.com/content/article/PII:S016763772200178X?httpAccept=text/xml
https://api.elsevier.com/content/article/PII:S016763772200178X?httpAccept=text/plain

المؤلفون: Costa, Giorgio, Kwon, Roy H.

المساهمون: MITACS

المصدر: Quantitative Finance ; volume 19, issue 3, page 453-471 ; ISSN 1469-7688 1469-7696

الاتاحة: http://dx.doi.org/10.1080/14697688.2018.1486036
https://www.tandfonline.com/doi/pdf/10.1080/14697688.2018.1486036

المؤلفون: Sharifi, Mohammadreza, Kwon, Roy H.

المساهمون: Natural Sciences and Engineering Research Council of Canada

المصدر: The Engineering Economist ; volume 63, issue 4, page 291-318 ; ISSN 0013-791X 1547-2701

الاتاحة: https://doi.org/10.1080/0013791x.2018.1467990
https://www.tandfonline.com/doi/pdf/10.1080/0013791X.2018.1467990

المؤلفون: Butler, Andrew¹ (AUTHOR), Kwon, Roy H.¹ (AUTHOR) rkwon@mie.utoronto.ca

المصدر: Computational Optimization & Applications. Mar2023, Vol. 84 Issue 2, p449-476. 28p.

مصطلحات موضوعية: *STATISTICAL decision making, INTERIOR-point methods, QUADRATIC programming, BASES (Architecture)

المؤلفون: Kwon, Roy H., Zenios, Stavros A.

المساهمون: Zenios, Stavros A. 0000-0001-7576-4898

المصدر: https://link.springer.com/article/10.1007/s11081-017-9358-1.

Relation: info:eu-repo/grantAgreement/EC/H2020/655092/DebtRisks; http://gnosis.library.ucy.ac.cy/handle/7/47043

الاتاحة: http://gnosis.library.ucy.ac.cy/handle/7/47043
https://doi.org/10.1007/s11081-017-9358-1

المؤلفون: Kwon, Roy H. Autor

المساهمون: Taylor & Francis (Londyn). Wydawca pbl

المصدر: Bibliografia na stronach 329-335. Indeks.

مصطلحات موضوعية: Teoria obsługi masowej

URL الوصول: http://katalog.nukat.edu.pl/lib/item?id=chamo:5536163&theme=nukat

المؤلفون: Costa, Giorgio, Kwon, Roy H.

المساهمون: Natural Sciences and Engineering Research Council of Canada

المصدر: Optimization Methods and Software ; volume 37, issue 5, page 1876-1911 ; ISSN 1055-6788 1029-4937

الاتاحة: http://dx.doi.org/10.1080/10556788.2021.2022143
https://www.tandfonline.com/doi/pdf/10.1080/10556788.2021.2022143