Inferring the Composition of a Trader Population in a Financial Market
Gupta, N
Hauser, R
Johnson, N
(06 Jun 2007)
doi:10.48550/arxiv.0706.0870
Using Artificial Market Models to Forecast Financial Time-Series
Gupta, N
Hauser, R
Johnson, N
(15 Jun 2005)
doi:10.48550/arxiv.physics/0506134
Low-Rank Boolean Matrix Approximation by Integer Programming
Kovacs, R
Gunluk, O
Hauser, R
(13 Mar 2018)
doi:10.48550/arxiv.1803.04825
MOSES: A Streaming Algorithm for Linear Dimensionality Reduction
Eftekhari, A
Hauser, R
Grammenos, A
(04 Jun 2018)
doi:10.48550/arxiv.1806.01304
Robust Portfolio Optimisation with Specified Competitors
Simões, G
McDonald, M
Williams, S
Fenn, D
Hauser, R
(11 Jan 2017)
doi:10.48550/arxiv.1701.02958
Optimal Trade Execution with Uncertain Volume Target
Vaes, J
Hauser, R
(28 Oct 2018)
doi:10.48550/arxiv.1810.11454
Letter Change Bias and Local Uniqueness in Optimal Sequence Alignments
Hauser, R
Matzinger, H
(24 Apr 2013)
doi:10.48550/arxiv.1304.6521
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