2 papers
q-fin.PM2026
Comparing Mixture, Box, and Wasserstein Ambiguity Sets in Distributionally Robust Asset Liability Management
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi
Asset Liability Management (ALM) represents a fundamental challenge for financial institutions, particularly pension funds, which must navigate the tension between generating compe…
cs.LG2026
Press Start to Charge: Videogaming the Online Centralized Charging Scheduling Problem
Alireza Ghahtarani, Martin Cousineau, Amir-massoud Farahmand +1
We study the online centralized charging scheduling problem (OCCSP). In this problem, a central authority must decide, in real time, when to charge dynamically arriving electric ve…