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Napat Rujeerapaiboon
Napat Rujeerapaiboon
Верификована је имејл адреса на nus.edu.sg - Почетна страница
Наслов
Навело
Навело
Година
Robust Growth-Optimal Portfolios
N Rujeerapaiboon, D Kuhn, W Wiesemann
Management Science 62 (7), 2090–2109, 2016
722016
Scenario Reduction Revisited: Fundamental Limits and Guarantees
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann
Mathematical Programming, 2018
68*2018
Robust Multidimensional Pricing: Separation Without Regret
Ç Koçyiğit, N Rujeerapaiboon, Daniel
Mathematical Programming, 2021
392021
Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization
N Rujeerapaiboon, K Schindler, D Kuhn, W Wiesemann
SIAM Journal on Optimization, 2019
362019
Chebyshev Inequalities for Products of Random Variables
N Rujeerapaiboon, D Kuhn, W Wiesemann
Mathematics of Operations Research, 2018
302018
A Revised Approach for Risk-Averse Multi-Armed Bandits under CVaR Criterion
N Khajonchotpanya, Y Xue, N Rujeerapaiboon
Operations Research Letters, 2021
202021
Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance
BG Choi, N Rujeerapaiboon, R Jiang
Operations Research Letters 44 (6), 801–807, 2016
112016
Regret minimization and separation in multi-bidder, multi-item auctions
Ç Koçyiğit, D Kuhn, N Rujeerapaiboon
INFORMS Journal on Computing 36 (6), 1543-1561, 2024
102024
Robust Data-Driven CARA Optimization
L Chen, A Ramachandra, N Rujeerapaiboon, M Sim
arXiv preprint arXiv:2107.06714, 2024
10*2024
A planner-trader decomposition for multimarket hydro scheduling
K Schindler, N Rujeerapaiboon, D Kuhn, W Wiesemann
Operations Research 72 (1), 185-202, 2024
82024
On Risk Reduction in Kelly Betting Using the Conservative Expected Value
N Rujeerapaiboon, BR Barmish, D Kuhn
2018 IEEE conference on decision and control (CDC), 5801-5806, 2018
82018
Analytically computing the moments of a conic combination of independent noncentral chi-square random variables and its application for the extended Cox–Ingersoll–Ross process …
S Rujivan, A Sutchada, K Chumpong, N Rujeerapaiboon
Mathematics 11 (5), 1276, 2023
62023
Resilience of long chain under disruption
N Rujeerapaiboon, Y Zhong, D Zhu
European Journal of Operational Research 309 (2), 597-615, 2023
52023
Optimal deployment of an equitable CAV platoonable corridor on road networks with mixed traffic flow
D Zhu, T Xie, Y Liu, B Zou, N Rujeerapaiboon
Transportation Research Part C: Emerging Technologies 157, 104399, 2023
42023
Target-oriented regret minimization for satisficing monopolists
N Rujeerapaiboon, Y Wei, Y Xue
International Conference on Web and Internet Economics, 563-581, 2023
32023
Distributionally robust inventory management with advance purchase contracts
Y Xue, Y Li, N Rujeerapaiboon
Available at SSRN 4101774, 2022
22022
Discounted-likelihood valuation of variance and volatility swaps
N Rujeerapaiboon, S Rujivan, H Chen
Financial Innovation 11 (1), 13, 2025
12025
Equitable Auction Design: With and Without Distributions
R Wang, C Kocyigit, N Rujeerapaiboon
arXiv preprint arXiv:2502.08369, 2025
2025
Optimal Competitive Ratio in Opaque Sales
M Fu, X Li, N Rujeerapaiboon
Available at SSRN 5130478, 2025
2025
Utility Elicitation and Maximization from Uncertain Certainty Equivalents
N Rujeerapaiboon, C Luo
Available at SSRN 4768970, 2024
2024
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