Machine learning is reshaping the way portfolios are built, monitored, and adjusted. Investors are no longer limited to ...

This course offers an introduction to mathematical nonlinear optimization with applications in data science. The theoretical foundation and the fundamental algorithms for nonlinear optimization are ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...