publications

2023

1. 

   Disciplined Saddle Programming

   Philipp Schiele, Eric Luxenberg, and Stephen Boyd

   2023

   arXiv Bib Code

   @misc{schiele2023dsp,
     author = {Schiele, Philipp and Luxenberg, Eric and Boyd, Stephen},
     title = {Disciplined Saddle Programming},
     doi = {10.48550/ARXIV.2301.13427},
     year = {2023},
   }

2022

1. 

   Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization

   Eric Luxenberg, Philipp Schiele, and Stephen Boyd

   2022

   arXiv Bib Code

   @misc{luxenberg2022robustbond,
     author = {Luxenberg, Eric and Schiele, Philipp and Boyd, Stephen},
     doi = {10.48550/ARXIV.2212.02570},
     title = {Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization},
     year = {2022}
   }

2. 

   Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization

   Eric Luxenberg, Philipp Schiele, and Stephen Boyd

   2022

   arXiv Bib Code

   @misc{luxenberg2022cptopt,
     author = {Luxenberg, Eric and Schiele, Philipp and Boyd, Stephen},
     doi = {10.48550/ARXIV.2209.03461},
     title = {Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization},
     year = {2022}
   }

3. 

   ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling

   Philipp Schiele, Christoph Berninger, and David Rügamer

   Aug 2022

   arXiv Bib Code

   @misc{schiele2022armacell,
     author = {Schiele, Philipp and Berninger, Christoph and R\"ugamer, David},
     doi = {10.48550/ARXIV.2208.14919},
     title = {{ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling}},
     year = {2022},
     month = aug
   }