Oleksandr Romanko

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 5

Top Topics

Portfolio Selection

Portfolio Management

Multistage Stochastic

Top Venues

Ann. Oper. Res.

IBM J. Res. Dev.

Publications

Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon
ChatGPT-based Investment Portfolio Selection. CoRR (2023)
Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon
ChatGPT-Based Investment Portfolio Selection. Oper. Res. Forum 4 (4) (2023)
Oleksandr Romanko, Alex Kreinin
Workshop on financial risk analytics. CASCON (2017)
Oleksandr Romanko, Helmut Mausser
Robust scenario-based value-at-risk optimization. Ann. Oper. Res. 237 (1-2) (2016)
Oleksandr Romanko, Alex Kreinin
Workshop on financial risk analytics. CASCON (2016)
Oleksandr Romanko, Alex Kreinin, Helmut Mausser
Workshop on financial risk analytics. CASCON (2015)
Helmut Mausser, Oleksandr Romanko
Computing equal risk contribution portfolios. IBM J. Res. Dev. 58 (4) (2014)
Alireza Ghaffari Hadigheh, Oleksandr Romanko, Tamás Terlaky
Bi-parametric convex quadratic optimization. Optim. Methods Softw. 25 (2) (2010)
Alireza Ghaffari Hadigheh, Oleksandr Romanko, Tamás Terlaky
Sensitivity analysis in convex quadratic optimization: Simultaneous perturbation of the objective and right-hand-side vectors. Algorithmic Oper. Res. 2 (2) (2007)