88 citations · 341 across the 16 of their papers we have counts for
Showing 2016Show all
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q-fin.PM2016★ 7 cited
International Portfolio Optimisation with Integrated Currency Overlay Costs and Constraints
Nonthachote Chatsanga, Andrew J. Parkes
Portfolio optimisation typically aims to provide an optimal allocation that minimises risk, at a given return target, by diversifying over different investments. However, the poten…
cs.DS2016
Markov Chain methods for the bipartite Boolean quadratic programming problem
Daniel Karapetyan, Abraham P. Punnen, Andrew J. Parkes
We study the Bipartite Boolean Quadratic Programming Problem (BBQP) which is an extension of the well known Boolean Quadratic Programming Problem (BQP). Applications of the BBQP in…