Project Details
Description
Convex optimization, Non-linear optimization, Robust optimization, Multi-period optimization, Reinforcement learning, Hidden Markov Model, Time series analysis, Hierarchical clustering, Asset allocation, Risk management
| Status | Active |
|---|---|
| Effective start/end date | 1/1/22 → … |
ASJC Scopus Subject Areas
- Safety, Risk, Reliability and Quality
- Management Science and Operations Research
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