741 citations · 1.1k across the 12 of their papers we have counts for
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math.OC2024
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.CL2024★ 2 cited
Using LLMs to discover emerging coded antisemitic hate-speech in extremist social media
Dhanush Kikkisetti, Raza Ul Mustafa, Wendy Melillo +4
Online hate speech proliferation has created a difficult problem for social media platforms. A particular challenge relates to the use of coded language by groups interested in bot…