publications

2023

  1. Disciplined Saddle Programming
    Philipp Schiele, Eric Luxenberg, and Stephen Boyd
    2023

2022

  1. Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
    Eric Luxenberg, Philipp Schiele, and Stephen Boyd
    2022
  2. Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
    Eric Luxenberg, Philipp Schiele, and Stephen Boyd
    2022
  3. ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling
    Philipp Schiele,¬†Christoph Berninger,¬†and¬†David R√ľgamer
    Aug 2022