76 citations · 156 across the 7 of their papers we have counts for
Showing 2014Show all
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q-fin.RM2014★ 21 cited
Tail Risk Constraints and Maximum Entropy
Donald Geman, Hélyette Geman, Nassim Nicholas Taleb
In the world of modern financial theory, portfolio construction has traditionally operated under at least one of two central assumptions: the constraints are derived from a utility…
q-bio.GN2014★ 31 cited
Rank discriminants for predicting phenotypes from RNA expression
Bahman Afsari, Ulisses M. Braga-Neto, Donald Geman
Statistical methods for analyzing large-scale biomolecular data are commonplace in computational biology. A notable example is phenotype prediction from gene expression data, for i…