Crossref Citations
This Book has been
cited by the following publications. This list is generated based on data provided by Crossref.
Egger, Daniel J.
Gambella, Claudio
Marecek, Jakub
McFaddin, Scott
Mevissen, Martin
Raymond, Rudy
Simonetto, Andrea
Woerner, Stefan
and
Yndurain, Elena
2020.
Quantum Computing for Finance: State-of-the-Art and Future Prospects.
IEEE Transactions on Quantum Engineering,
Vol. 1,
Issue. ,
p.
1.
Guecioueur, Ahmed
2020.
How Do Investors Learn as Data Becomes Bigger? Evidence From a Fintech Platform.
SSRN Electronic Journal ,
Tam, Jun Hui
2020.
Identification of elastic properties utilizing non-destructive vibrational evaluation methods with emphasis on definition of objective functions: a review.
Structural and Multidisciplinary Optimization,
Vol. 61,
Issue. 4,
p.
1677.
Cao, Longbing
2020.
AI in Finance: A Review.
SSRN Electronic Journal ,
Kanno, Yoshihiro
2020.
On three concepts in robust design optimization: absolute robustness, relative robustness, and less variance.
Structural and Multidisciplinary Optimization,
Vol. 62,
Issue. 2,
p.
979.
Yin, C.
Perchet, R.
and
Soupé, F.
2021.
A practical guide to robust portfolio optimization.
Quantitative Finance,
Vol. 21,
Issue. 6,
p.
911.
Katsikis, Vasilios N.
Mourtas, Spyridon D.
Stanimirović, Predrag S.
Li, Shuai
and
Cao, Xinwei
2021.
Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS).
Operations Research Forum,
Vol. 2,
Issue. 2,
Hančová, Martina
Gajdoš, Andrej
Hanč, Jozef
and
Vozáriková, Gabriela
2021.
Estimating variances in time series kriging using convex optimization and empirical BLUPs.
Statistical Papers,
Vol. 62,
Issue. 4,
p.
1899.
Cao, Longbing
Yang, Qiang
and
Yu, Philip S.
2021.
Data science and AI in FinTech: An overview.
SSRN Electronic Journal ,
Singh, Derek
and
Zhang, Shuzhong
2021.
Robust Arbitrage Conditions for Financial Markets.
Operations Research Forum,
Vol. 2,
Issue. 3,
Medvedeva, Marina A.
Katsikis, Vasilios N.
Mourtas, Spyridon D.
and
Simos, Theodore E.
2021.
Randomized time‐varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance.
Mathematical Methods in the Applied Sciences,
Vol. 44,
Issue. 2,
p.
2002.
Cao, Longbing
Yang, Qiang
and
Yu, Philip S.
2021.
Data science and AI in FinTech: an overview.
International Journal of Data Science and Analytics,
Vol. 12,
Issue. 2,
p.
81.
Deller, Yannick
Schmitt, Sebastian
Lewenstein, Maciej
Lenk, Steve
Federer, Marika
Jendrzejewski, Fred
Hauke, Philipp
and
Kasper, Valentin
2023.
Quantum approximate optimization algorithm for qudit systems.
Physical Review A,
Vol. 107,
Issue. 6,
Hooshmand, F.
and
Rasouli, Z.
2023.
Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm.
OPSEARCH,
Vol. 60,
Issue. 3,
p.
1286.
Bilokon, Paul
2023.
Implementing Portfolio Risk Management and Hedging in Practice.
SSRN Electronic Journal,
Liu, Yi
Li, Xi
Yang, Le
Mihaylova, Lyudmila
and
Xue, Yanbo
2023.
On the Approximation of the Quotient of Two Gaussian Densities for Multiple-Model Smoothing.
p.
1.
Michielon, Matteo
Khedher, Asma
and
Spreij, Peter
2023.
On Wasserstein distances, barycenters, and the cross-section methodology for proxy credit curves.
International Journal of Financial Engineering,
Vol. 10,
Issue. 02,
Dalzell, Alexander M.
Clader, B. David
Salton, Grant
Berta, Mario
Lin, Cedric Yen-Yu
Bader, David A.
Stamatopoulos, Nikitas
Schuetz, Martin J. A.
Brandão, Fernando G. S. L.
Katzgraber, Helmut G.
and
Zeng, William J.
2023.
End-To-End Resource Analysis for Quantum Interior-Point Methods and Portfolio Optimization.
PRX Quantum,
Vol. 4,
Issue. 4,
Maier-Paape, Stanislaus
Júdice, Pedro
Platen, Andreas
and
Zhu, Qiji Jim
2023.
Scalar and Vector Risk in the General Framework of Portfolio Theory.
Vol. 9,
Issue. ,
p.
123.
Giraldo, Juan
Ossorio, José
Villegas, Norha M.
Tamura, Gabriel
and
Stege, Ulrike
2023.
QPLEX: Realizing the Integration of Quantum Computing into Combinatorial Optimization Software.
p.
1044.