2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.OC2022★ 1 cited
Strategic Asset Allocation with Illiquid Alternatives
Eric Luxenberg, Stephen Boyd, Mykel Kochenderfer +6
We address the problem of strategic asset allocation (SAA) with portfolios that include illiquid alternative asset classes. The main challenge in portfolio construction with illiqu…
cs.LG2022★ 2 cited
A Light-Weight Multi-Objective Asynchronous Hyper-Parameter Optimizer
Gabriel Maher, Stephen Boyd, Mykel Kochenderfer +5
We describe a light-weight yet performant system for hyper-parameter optimization that approximately minimizes an overall scalar cost function that is obtained by combining multipl…