Nicholas Moehle
- A Simple Effective Heuristic for Embedded Mixed-Integer Quadratic\n Programming
2015/09/28 by Reza Takapoui, Nicholas Moehle, Takapoui, Reza +5 · 5 citations
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Robotic Path Planning Algorithms
- Portfolio Performance Attribution via Shapley Value
2021/02/11 by Nicholas Moehle, Stephen Boyd, Moehle, Nicholas +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Decision-Making and Behavioral Economics #FOS: Economics and business #Financial Markets and Investment Strategies #Risk and Portfolio Optimization