2 papers
math.OC2026
Multi-period Value-at-Risk Constrained Portfolio Optimization via DC Programming
Thi Thu Van Nguyen
We study a multi-period portfolio optimization problem with finite-scenario Value-at-Risk (VaR) constraints, transaction costs, and diversification regularization. Using a finite-s…
cs.LG2024
Self-Normalizing Foundation Model for Enhanced Multi-Omics Data Analysis in Oncology
Asim Waqas, Aakash Tripathi, Sabeen Ahmed +6
Multi-omics research has enhanced our understanding of cancer heterogeneity and progression. Investigating molecular data through multi-omics approaches is crucial for unraveling t…