EURO 2024 Copenhagen
Abstract Submission

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Session WA-63: Novel Optimization Models in Finance in stream OR in Banking, Finance and Insurance: New Tools for Risk Management

Wednesday, 8:30-10:00
Room: S14 (building: 101)

Session chair(s):
Stavros A. Zenios (zenioss@ucy.ac.cy)

The following abstracts have been submitted in this session:
543. Tran2SP: Transformer-based Two-Stage Stochastic Programming Woo Chang Kim [R] - Korea, Republic of
accepted
1815. Reinforcement Learning for Portfolio Optimization in a Regime-Switching Model David Saunders [R] - Canada
accepted
661. Sparse spanning portfolios and under-diversification with second-order stochastic dominance Nikolas Topaloglou [R] - Greece
accepted
Stelios Arvanitis [] - Greece
Olivier Scaillet [] - Switzerland
3858. RATIONAL REACTION TO IRRATIONAL BEHAVIOR Jorgen-Vitting Andersen [R] - France
accepted