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Presentations

A Sparsity Preserving Stochastic Gradient Method for Composite Optimization.

  • SIAM Conference on Optimization, Darmstadt, Germany, May, 2011.

  • The 11th Annual MOPTA, Lehigh University, Bethlehem, PA, Aug, 2011.

  • INFORMS Annual Meeting, Charlotte, NC, Nov, 2011.

Optimal Trade Execution with Coherent Dynamic Risk Measures

  • Industrial-Academic Workshop on Optimization in Finance and Risk Management, Fields Institute, Toronto, Canada, Oct, 2011.

  • SIAM Conference on Financial Mathematics and Engineering, Minneapolis, MN, July, 2012.

  • The 12th Annual MOPTA, Lehigh University, Bethlehem, PA, Aug, 2012.

  • INFORMS Annual Meeting, Phoenix, AZ, Oct, 2012.

  • INFORMS Annual Meeting, Minneapolis, MN, Oct, 2013.

  • The 5th Annual Modeling High Frequency Data in Finance Conference, Hoboken, NJ, Oct, 2013.

Accelerated Proximal-Gradient Homotopy Method for the Sparse Least-Squares.

  • Microsoft Research, Aug, 2012.

  • INFORMS Annual Meeting, Phoenix, AZ, Oct, 2012.

  • Tippie College of Business, University of Iowa, Feb, 2013.

Optimistic Knowledge Gradient Policy for Budget Allocation in Crowdsourcing.

  • INFORMS Computing Society Conference, Santa Fe, NM, Jan, 2013.

  • International Conference of Machine Learning, Atlanta GA, Jun, 2013.