2023 Disciplined Saddle Programming Philipp Schiele, Eric Luxenberg, and Stephen Boyd 2023 arXiv Bib Code @misc{schiele2023dsp, author = {Schiele, Philipp and Luxenberg, Eric and Boyd, Stephen}, title = {Disciplined Saddle Programming}, doi = {10.48550/ARXIV.2301.13427}, year = {2023}, } 2022 Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization Eric Luxenberg, Philipp Schiele, and Stephen Boyd 2022 arXiv Bib Code @misc{luxenberg2022robustbond, author = {Luxenberg, Eric and Schiele, Philipp and Boyd, Stephen}, doi = {10.48550/ARXIV.2212.02570}, title = {Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization}, year = {2022} } Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization Eric Luxenberg, Philipp Schiele, and Stephen Boyd 2022 arXiv Bib Code @misc{luxenberg2022cptopt, author = {Luxenberg, Eric and Schiele, Philipp and Boyd, Stephen}, doi = {10.48550/ARXIV.2209.03461}, title = {Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization}, year = {2022} } ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling Philipp Schiele, Christoph Berninger, and David Rügamer Aug 2022 arXiv Bib Code @misc{schiele2022armacell, author = {Schiele, Philipp and Berninger, Christoph and R\"ugamer, David}, doi = {10.48550/ARXIV.2208.14919}, title = {{ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling}}, year = {2022}, month = aug }