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Optimising portfolio diversification and dimensionality
by
Barkhagen, M.
,
García, S.
,
Gondzio, J.
,
Kalcsics, J.
,
Kroeske, J.
,
Sabanis, S.
,
Staal, A.
Published in
Journal of global optimization
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On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case
by
Barkhagen, M
,
Chau, N H
,
Moulines, É
,
Rásonyi, M
,
Sabanis, S
,
Zhang, Y
Published in
arXiv.org
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Journal Of Global Optimization
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