We develop a modular and tractable framework for solving an adaptive distributionally robust linear optimization problem, where we minimize the worst-case expected cost over an ambiguity set of ...

Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

BOZEMAN, Mont.--(BUSINESS WIRE)--Analytics software leader FICO today announced the release of a true global mathematical optimization solver as part of FICO ® Xpress 9.2 Optimization. The global ...

Research teams from energy giant ExxonMobil and IBM have been working together to find quantum solutions to one of the most complex problems of our time: managing the tens of thousands of merchant ...

Google DeepMind researchers recently developed a technique to improve math ability in AI language models like ChatGPT by using other AI models to improve prompting—the written instructions that tell ...