Nimit Rana

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Diffusion Model

Top Venues

SIAM J. Control. Optim.

Publications

Benjamin Gess, Sebastian Kassing, Nimit Rana
Stochastic Modified Flows for Riemannian Stochastic Gradient Descent. CoRR (2024)
Milan Kumar Das, Anindya Goswami, Nimit Rana
Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes. SIAM J. Control. Optim. 56 (2) (2018)