3 papers
math.OC2026
Faster than Fast-LTS: Robust Regression and Outlier Detection with DC Programming
Marah-Lisanne Thormann, Phan Tu Vuong, Alain B. Zemkoho +1
When datasets contain outliers, robust regression is a well-established alternative to Ordinary Least Squares. A commonly employed robust estimator is Least Trimmed Squares (LTS),…
math.OC2026
Data-Driven Hull-Fouling Cleaning Schedule Optimization to Reduce Carbon Footprint of Vessels
Samuel Ward, Marah-Lisanne Thormann, Julian Wharton +1
In response to climate change, the International Maritime Organization has introduced regulatory frameworks to reduce greenhouse gas emissions from international shipping. Complian…
math.OC2024
The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
Marah-Lisanne Thormann, Phan Tu Vuong, Alain B. Zemkoho
A highly relevant problem of modern finance is the design of Value-at-Risk (VaR) optimal portfolios. Due to contemporary financial regulations, banks and other financial institutio…