| Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks X Li, AS Uysal, JM Mulvey European Journal of Operational Research 299 (3), 1158-1176, 2022 | 41 | 2022 |
| End-to-end risk budgeting portfolio optimization with neural networks AS Uysal, X Li, JM Mulvey Annals of Operations Research, 1-30, 2023 | 20 | 2023 |
| Portfolio optimization under regime switching and transaction costs: Combining neural networks and dynamic programs X Li, JM Mulvey INFORMS Journal on Optimization 3 (4), 398-417, 2021 | 9 | 2021 |
| Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks AO Aydınhan, X Li, JM Mulvey arXiv preprint arXiv:2202.07734, 2022 | 1 | 2022 |
| Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network X Li, JM Mulvey https://arxiv.org/abs/2306.08809, 2021 | 1 | 2021 |
| Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks X Li, JM Mulvey arXiv. org Papers, 2022 | | 2022 |
| Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks A Onat Aydınhan, X Li, JM Mulvey arXiv e-prints, arXiv: 2202.07734, 2022 | | 2022 |
| Portfolio Management Under Multi-Period Frameworks with Modern Approaches X Li Princeton University, 2022 | | 2022 |
| End-to-End Risk Budgeting Portfolio Optimization with Neural Networks A Sinem Uysal, X Li, JM Mulvey arXiv e-prints, arXiv: 2107.04636, 2021 | | 2021 |
| End-to-end risk budgeting portfolio optimization with neural networks,(2021) AS Uysal, X Li, JM Mulvey URL http://arxiv. org/abs/2107.04636, 0 | | |
