2 papers
cs.CR2023
Differential Privacy via Distributionally Robust Optimization
Aras Selvi, Huikang Liu, Wolfram Wiesemann
In recent years, differential privacy has emerged as the de facto standard for sharing statistics of datasets while limiting the disclosure of private information about the involve…
math.OC2018
Using Column Generation to Solve Extensions to the Markowitz Model
Lorenz M. Roebers, Aras Selvi, Juan C. Vera
We introduce a solution scheme for portfolio optimization problems with cardinality constraints. Typical portfolio optimization problems are extensions of the classical Markowitz m…