Classical portfolio optimization (Markowitz mean-variance) has well-known limitations: sensitivity to estimation error, Gaussian return assumptions, and variance as a poor proxy for tail risk. CVaR ...
Abstract: Robots need to predict and react to human motions to navigate through a crowd without collisions. Many existing methods decouple prediction from planning, which does not account for the ...
Abstract: This article proposes an efficient surrogate-based electromagnetic (EM)-centric multiphysics optimization methodology that incorporates feature information assistance for the design of ...
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