Regression techniques for Portfolio Optimisation using MOSEK
Schmelzer, T
Hauser, R
Andersen, E
Dahl, J
(12 Oct 2013)
doi:10.48550/arxiv.1310.3397
Seven Sins in Portfolio Optimization
Schmelzer, T
Hauser, R
(12 Oct 2013)
doi:10.48550/arxiv.1310.3396
A General Duality Relation with Applications in Quantitative Risk Management
Hauser, R
Shahverdyan, S
Embrechts, P
(03 Oct 2014)
doi:10.48550/arxiv.1410.0852
Quantifying the Estimation Error of Principal Components
Hauser, R
Kangro, R
Lember, J
Matzinger, H
(27 Oct 2017)
doi:10.48550/arxiv.1710.10124
Adversarial Smoothed Analysis
Cucker, F
Hauser, R
Lotz, M
(20 Mar 2009)
doi:10.48550/arxiv.0903.3499
Distribution of Aligned Letter Pairs in Optimal Alignments of Random Sequences
Hauser, R
Matzinger, H
(23 Nov 2012)
doi:10.48550/arxiv.1211.5491
A Monte Carlo Approach to the Fluctuation Problem in Optimal Alignments of Random Strings
Amsalu, S
Hauser, R
Matzinger, H
(23 Nov 2012)
doi:10.48550/arxiv.1211.5489
PCA by Optimisation of Symmetric Functions has no Spurious Local Optima
Hauser, R
Eftekhari, A
(18 May 2018)
doi:10.48550/arxiv.1805.07459
Self-scaled barrier functions on symmetric cones and their classification
Hauser, R
Guler, O
(28 Mar 2001)
doi:10.48550/arxiv.math/0103196
Self-scaled barriers for irreducible symmetric cones
Hauser, R
Lim, Y
(02 Apr 2001)
doi:10.48550/arxiv.math/0104020