What happened to the quants in August 2007? Evidence from factors and transactions data

by Khandani, Amir Ehsan, Lo, Andrew W
Published 2017

A hierarchy of policies for adaptive optimization

by Bertsimas, Dimitris J., Iancu, Dan Andrei, Parrilo, Pablo A.
Published 2012

Correlation Decay in Random Decision Networks

by Gamarnik, David, Goldberg, David, Weber, Theophane G
Published 2019

Design of photonic crystals with multiple and combined band gaps

by Men, Han, Nguyen, Ngoc Cuong, Freund, Robert Michael, Lim, K. M., Parrilo, Pablo A., Peraire, Jaime
Published 2011

Bandgap Optimization of Two-Dimensional Photonic Crystals Using Semidefinite Programming and Subspace Methods

by Men, Han, Nguyen, Ngoc Cuong, Freund, Robert Michael, Parrilo, Pablo A., Peraire, Jaime
Published 2012

Finding a large submatrix of a Gaussian random matrix

by Gamarnik, David, Li, Quan
Published 2019