Enzo Busseti
Enzo Busseti
Unknown affiliation
Verified email at stanford.edu
Title
Cited by
Cited by
Year
Deep learning for time series modeling
E Busseti, I Osband, S Wong
Technical report, Stanford University, 1-5, 2012
952012
Multi-period trading via convex optimization
S Boyd, E Busseti, S Diamond, RN Kahn, K Koh, P Nystrup, J Speth
arXiv preprint arXiv:1705.00109, 2017
562017
Differentiating through a cone program
A Agrawal, S Barratt, S Boyd, E Busseti, WM Moursi
arXiv preprint arXiv:1904.09043, 2019
182019
Risk-constrained Kelly gambling
E Busseti, EK Ryu, S Boyd
The Journal of Investing 25 (3), 118-134, 2016
142016
Calibration of optimal execution of financial transactions in the presence of transient market impact
E Busseti, F Lillo
Journal of Statistical Mechanics: Theory and Experiment 2012 (09), P09010, 2012
132012
Dynamic energy management
N Moehle, E Busseti, S Boyd, M Wytock
Large Scale Optimization in Supply Chains and Smart Manufacturing, 69-126, 2019
82019
Volume weighted average price optimal execution
E Busseti, S Boyd
arXiv preprint arXiv:1509.08503, 2015
82015
Solution refinement at regular points of conic problems
E Busseti, WM Moursi, S Boyd
Computational Optimization and Applications 74 (3), 627-643, 2019
72019
Portfolio Management and Optimal Execution via Convex Optimization
E Busseti
Stanford University, 2018
12018
Seasonally-Adjusted Auto-Regression of Vector Time Series
E Busseti
arXiv preprint arXiv:1911.01010, 2019
2019
Douglas-Rachford Splitting for Cardinality Constrained Quadratic Programming
E Busseti, H Javadi, R Takapoui
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Articles 1–11