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Author:

Wang, Yuan

Title:

Markowitz Portfolio Optimization with Misspecified Covariance Matrices

Graduate Program:

Industrial Engineering

Keywords:

Markowitz Portfolio Optimization
ADMM
Machine Learning

File:

Download Yuan_Wang_Thesis.pdf

Committee Members:

Necdet S Aybat, Thesis Advisor/Co-Advisor

Author:

Wang, Zi

Title:

First-Order Methods for Large Scale Convex Optimization

Graduate Program:

Industrial Engineering

Keywords:

first-order methods
convex optimization
distributed optimization
convex regression
multi-agent consensus optimization

File:

Download Dissertation_Zi_Wang.pdf

Committee Members:

Necdet S Aybat, Dissertation Advisor/Co-Advisor
Necdet S Aybat, Committee Chair/Co-Chair
Vinayak V Shanbhag, Committee Member
Enrique del Castillo, Committee Member
Constantino Manuel Lagoa, Outside Member