Παρακολούθηση
Andrew Butler
Andrew Butler
PhD, University of Toronto
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα mail.utoronto.ca - Αρχική σελίδα
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Παρατίθεται από
Παρατίθεται από
Έτος
Integrating prediction in mean-variance portfolio optimization
A Butler, RH Kwon
Quantitative Finance 23 (3), 429-452, 2023
412023
Efficient optimization of the likelihood function in Gaussian process modelling
A Butler, RD Haynes, TD Humphries, P Ranjan
Computational Statistics & Data Analysis 73, 40-52, 2014
212014
Efficient differentiable quadratic programming layers: an ADMM approach
A Butler, RH Kwon
Computational Optimization and Applications 84 (2), 449-476, 2023
182023
An exact symbolic reduction of linear smart predict+ optimize to mixed integer linear programming
J Jeong, P Jaggi, A Butler, S Sanner
International Conference on Machine Learning, 10053-10067, 2022
182022
Covariance estimation for risk-based portfolio optimization: an integrated approach
R Kwon, A Butler
Journal of Risk 24 (2), 2021
72021
Gradient boosting for convex cone predict and optimize problems
A Butler, RH Kwon
Operations Research Letters 51 (1), 79-83, 2023
32023
Data-driven integration of norm-penalized mean-variance portfolios
A Butler, RH Kwon
arXiv preprint arXiv:2112.07016, 2021
2*2021
SCQPTH: an efficient differentiable splitting method for convex quadratic programming
A Butler
arXiv preprint arXiv:2308.08232, 2023
2023
Integrating prediction and portfolio optimization
ADS Butler
University of Toronto (Canada), 2022
2022
Tactical Alpha: A Quantitative Case for Active Asset Allocation
A Butler, M Philbrick, R Gordillo, A Butler
SSRN, 2017
2017
MANAGED FUTURES CARRY
A Butler, A Butler
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