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20212023
most citedST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic Forecasting

15 citations · 28 across the 5 of their papers we have counts for

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q-fin.PM2021★ 6 cited

Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks

Xiaoyue Li, A. Sinem Uysal, John M. Mulvey

We employ model predictive control for a multi-period portfolio optimization problem. In addition to the mean-variance objective, we construct a portfolio whose allocation is given…

cs.LG2021★ 6 cited

MUSBO: Model-based Uncertainty Regularized and Sample Efficient Batch Optimization for Deployment Constrained Reinforcement Learning

DiJia Su, Jason D. Lee, John M. Mulvey +1

In many contemporary applications such as healthcare, finance, robotics, and recommendation systems, continuous deployment of new policies for data collection and online learning i…