Napat Rujeerapaiboon

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 11

Top Topics

Random Variables

Joint Probability Distribution

Portfolio Optimization

Top Venues

Oper. Res. Lett.

Publications

Kilian Schindler, Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann
A Planner-Trader Decomposition for Multimarket Hydro Scheduling. Oper. Res. 72 (1) (2024)
Napat Rujeerapaiboon, Yuanguang Zhong, Dan Zhu
Resilience of long chain under disruption. Eur. J. Oper. Res. 309 (2) (2023)
Napat Rujeerapaiboon, Yize Wei, Yilin Xue
Target-Oriented Regret Minimization for Satisficing Monopolists. WINE (2023)
Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann
Scenario reduction revisited: fundamental limits and guarantees. Math. Program. 191 (1) (2022)
Çagil Koçyigit, Napat Rujeerapaiboon, Daniel Kuhn
Robust multidimensional pricing: separation without regret. Math. Program. 196 (1) (2022)
Najakorn Khajonchotpanya, Yilin Xue, Napat Rujeerapaiboon
A revised approach for risk-averse multi-armed bandits under CVaR criterion. Oper. Res. Lett. 49 (4) (2021)
Napat Rujeerapaiboon, Kilian Schindler, Daniel Kuhn, Wolfram Wiesemann
Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization. SIAM J. Optim. 29 (2) (2019)
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann
Chebyshev Inequalities for Products of Random Variables. Math. Oper. Res. 43 (3) (2018)
Napat Rujeerapaiboon, B. Ross Barmish, Daniel Kuhn
On Risk Reduction in Kelly Betting Using the Conservative Expected Value. CDC (2018)
Byung-Geun Choi, Napat Rujeerapaiboon, Ruiwei Jiang
Multi-period portfolio optimization: Translation of autocorrelation risk to excess variance. Oper. Res. Lett. 44 (6) (2016)
Napat Rujeerapaiboon, Daniel Kuhn, Wolfram Wiesemann
Robust Growth-Optimal Portfolios. Manag. Sci. 62 (7) (2016)