@misc{schiele2023dsp,author={Schiele, Philipp and Luxenberg, Eric and Boyd, Stephen},title={Disciplined Saddle Programming},doi={10.48550/ARXIV.2301.13427},year={2023},}
2022
Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
@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}}
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
@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}}
ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling
@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}