Martin Haugh

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 5

Top Topics

Logistic Regression

Classification Trees

Chi Square Test

Asset Allocation

Top Venues

Found. Trends Technol. Inf. Oper. Manag.

SIAM J. Financial Math.

Publications

Martin Haugh, Raghav Singal
A Counterfactual Analysis of the Dishonest Casino. CoRR (2024)
Aras Selvi, Mohammad Reza Belbasi, Martin Haugh, Wolfram Wiesemann
Wasserstein Logistic Regression with Mixed Features. NeurIPS (2022)
Martin Haugh, Raghav Singal
Counterfactual Analysis in Dynamic Models: Copulas and Bounds. CoRR (2022)
René Caldentey, Martin Haugh
A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers. Found. Trends Technol. Inf. Oper. Manag. 11 (1-2) (2017)
Martin Haugh, Garud Iyengar, Chun Wang
Tax-Aware Dynamic Asset Allocation. Oper. Res. 64 (4) (2016)
Martin Haugh, Chun Wang
Dynamic Portfolio Execution and Information Relaxations. SIAM J. Financial Math. 5 (1) (2014)
Martin Haugh, Chun Wang
Information Relaxations and Dynamic Zero-Sum Games. CoRR (2014)
Martin Haugh, Andrew E. B. Lim
Linear-quadratic control and information relaxations. Oper. Res. Lett. 40 (6) (2012)