2 papers
stat.ML2025
A Scalable Gradient-Based Optimization Framework for Sparse Minimum-Variance Portfolio Selection
Sarat Moka, Matias Quiroz, Vali Asimit +1
Portfolio optimization involves selecting asset weights to minimize a risk-reward objective, such as the portfolio variance in the classical minimum-variance framework. Sparse port…
stat.ML2021
Robust Classification via Support Vector Machines
Vali Asimit, Ioannis Kyriakou, Simone Santoni +2
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine le…