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  • 2022

    Risk-Aware Linear Bandits with Application in Smart Order Routing

    Ji, J., Xu, R. & Zhu, R., Nov 2 2022, Proceedings of the 3rd ACM International Conference on AI in Finance, ICAIF 2022. Association for Computing Machinery, Inc, p. 334-342 9 p. (Proceedings of the 3rd ACM International Conference on AI in Finance, ICAIF 2022).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Open Access
  • 2021

    Scaling Properties of Deep Residual Networks

    Cohen, A. S., Cont, R., Rossier, A. & Xu, R., 2021, Proceedings of the 38th International Conference on Machine Learning, ICML 2021. ML Research Press, p. 2039-2048 10 p. (Proceedings of Machine Learning Research; vol. 139).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • State Constrained Stochastic Optimal Control Using LSTMs

    Dai, B., Krishnamurthy, P., Papanicolaou, A. & Khorrami, F., May 25 2021, 2021 American Control Conference, ACC 2021. Institute of Electrical and Electronics Engineers Inc., p. 1294-1299 6 p. 9482832. (Proceedings of the American Control Conference; vol. 2021-May).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2015

    Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

    Rosenberg, G., Haghnegahdar, P., Goddard, P., Carr, P., Wu, K. & De Prado, M. L., Nov 15 2015, Proceedings of WHPCF 2015: 8th Workshop on High Performance Computational Finance - Held in conjunction with SC 2015: The International Conference for High Performance Computing, Networking, Storage and Analysis. Association for Computing Machinery, Inc, a7. (Proceedings of WHPCF 2015: 8th Workshop on High Performance Computational Finance - Held in conjunction with SC 2015: The International Conference for High Performance Computing, Networking, Storage and Analysis).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Open Access
  • 2014

    An overview of viscosity solutions of path-dependent PDEs

    Ren, Z., Touzi, N. & Zhang, J., 2014, Stochastic Analysis and Applications 2014. Crisan, D., Hambly, B. & Zariphopoulou, T. (eds.). Springer New York LLC, p. 397-453 57 p. (Springer Proceedings in Mathematics and Statistics; vol. 100).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2010

    Second order backward SDEs, fully nonlinear PDEs, and applications in finance

    Touzi, N., 2010, Proceedings of the International Congress of Mathematicians 2010, ICM 2010. p. 3132-3150 19 p. (Proceedings of the International Congress of Mathematicians 2010, ICM 2010).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • The future of financial risk management

    Tapiero, C., 2010, Annual Conference of the Cass-Capco Institute Paper Series on Risk, Cass Business Schoo, City University London, April 19, 2010.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2007

    Market pricing mutual insurance and the optimal dividend policy

    Tapiero, C., 2007, Join ACC 2007, July 13-15.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2006

    Investment and supply chain infrastructure

    Kogan, K. & Tapiero, C. S., 2006, 12th IFAC Symposium on Information Control Problems in Manufacturing, INCOM 2006, and Associated Industrial Meetings: EMM'2006, BPM'2006, JT'2006. PART 1 ed. IFAC Secretariat, (IFAC Proceedings Volumes (IFAC-PapersOnline); vol. 12, no. PART 1).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Open Access
  • 2005

    Inventory outsourcing and risk management

    Tapiero, C. S. & Grando, A., 2005, Proceedings of the 16th IFAC World Congress, IFAC 2005. IFAC Secretariat, p. 13-17 5 p. (IFAC Proceedings Volumes (IFAC-PapersOnline); vol. 16).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    Open Access
  • Statistical control and conflict in supply chain management

    Tapiero, C., 2005, Proceedings of the AMSDA (Applied Stochastic Models and Data Analysis) Meeting, Brest-CNST, France, May 17-21.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2004

    Risk measurement and supply chains

    Tapiero, C., 2004, Proceedings of the International Meeting on Performance and Risk Measurement, Milan, December 2004.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2003

    R/S analysis in a birth-death random walk and financial volatility

    Tapiero, C. & Vallois, P., 2003, 14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • The inverse range process in a random volatility random walk

    Tapiero, C. & Vallois, P., 2003, 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Trading risk and risk sensitive buy sell of financial assets

    Tapiero, C., 2003, 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2000

    Deriving derivatives of derivative securities

    Carr, P., 2000, IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE, p. 101-128 28 p. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1998

    Computation in economics

    Tapiero, C., 1998, Finance and Engineering, Cambridge, UK, June 29-July 1, 1998.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • R/S analysis in a birth-death random walk

    Tapiero, C. & Vallois, P., 1998, IFAC Proceedings, and Computational Economics Meeting in Cambridge (England), June 29, 1998.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1996

    Inventory control with supply delays, ongoing orders and emergency supplies

    Tapiero, C., 1996, Control applications and optimization, Pergamon, 1996. p. 109-115

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1995

    Manufacturing yield, supply and inspection of quality in a producer-supplier relationship

    Tapiero, C., 1995, Proceedings, Marrakech, Maroc, April 7, 1995.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1994

    Stochastic optimization and simulation: An ex-post decision theory approach

    Tapiero, C., 1994, SCS Proceedings of the European Simulation Multi-Conference, 1994. p. 52-62

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1983

    Regulation of an insurance firm with a compound Poisson process

    Tapiero, C., Zuckerman, D. & Kahana, Y., 1983, Proceeding....

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1976

    The demand for frozen beef and an optimum import and pricing model

    Tapiero, C. & Shmueli, A., 1976, Israel Economic Association (in Hebrew), December 1976. p. 162-176

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1975

    Simulation and models: Tools for senior management

    Tapiero, C., 1975, Organization and Administration (in Hebrew), October 1975. p. 55-64

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1973

    Transportation over time: A system theory approach

    Tapiero, C., 1973, Proceedings of the XX International Meeting, TIMS, Tel Aviv, Israel, June 24-29, 1973. Shlifer, E. (ed.). p. 239-243

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1972

    Transportation over time: A systems theory approach

    Tapiero, C., 1972, Proceedings, TIMS INTL, Israel, 1972.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution