Luca De Gennaro Aquino

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 3

Top Topics

Weighted Average

Multistage Stochastic

Decision Making

Portfolio Selection

Top Venues

Eur. J. Oper. Res.

Publications

Luca De Gennaro Aquino, Didier Sornette, Moris S. Strub
Portfolio selection with exploration of new investment assets. Eur. J. Oper. Res. 310 (2) (2023)
Carole Bernard, Luca De Gennaro Aquino, Steven Vanduffel
Optimal multivariate financial decision making. Eur. J. Oper. Res. 307 (1) (2023)
Luca De Gennaro Aquino, Stephan Eckstein
MinMax Methods for Optimal Transport and Beyond: Regularization, Approximation and Numerics. NeurIPS (2020)