2 papers
math.OC2026
Sparse Extended Mean-Variance-CVaR Portfolios with Short-selling
Ahmad Mousavi, Maziar Salahi, Zois Boukouvalas
This paper introduces a novel penalty decomposition algorithm customized for addressing the non-differentiable and nonconvex problem of extended mean-variance-CVaR portfolio optimi…
cs.CL2025
E-CaTCH: Event-Centric Cross-Modal Attention with Temporal Consistency and Class-Imbalance Handling for Misinformation Detection
Ahmad Mousavi, Yeganeh Abdollahinejad, Roberto Corizzo +2
Detecting multimodal misinformation on social media remains challenging due to inconsistencies between modalities, changes in temporal patterns, and substantial class imbalance. Ma…