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Optimization-based tail risk hedging of the S&P 500 index
In this paper, we present a mixed risk-return optimization framework for selecting long put option positions for hedging the tail risk of investments in the S&P 500 index.
Yuehuan He, Roy Kwon
DOI
Cognitive User Interface for Portfolio Optimization
This paper describes the development of a chatbot as a cognitive user interface for portfolio optimization.
Yuehuan He, Oleksandr Romanko, Alina Sienkiewicz, Robert Seidman, Roy Kwon
PDF DOI
Decision support system for the irregular flight recovery problem
In this paper, we describe a data-driven approach to the irregular flight recovery problem.
Shan Pei, Yuehuan He, Zheng Fan, Boyu Zhang
DOI