Over-optimization creates fragile systems that fail in live markets. Parameter stability and walk-forward testing help ensure robustness. Strong systems work well across ranges, not just at optimal points. #Overfitting #WalkForward #RobustOptimization #QuantTrading

Check this newly published article "Two-Stage Distributionally #RobustOptimization for an Asymmetric #LossAversion #Portfolio via #DeepLearning" at brnw.ch/21wYzH4 Authors: Xin Zhang, Shancun Liu and Jingrui Pan #mdpisymmetry #lossaversion @Beihang1952 @ComSciMath_Mdpi

#RobustOptimization #Uncertainty #Python I wrote an article titled 'Robust Optimization： Making Decisions Under Uncertainty'. ailogsite.netlify.app/2025/05/03/202…

Developed by @LiuGalen and his team at #cuhksz, HWC-Loco is a hierarchical control framework for #humanoidrobots. With #robustoptimization & whole-body control, it excels in scalability, adaptability & real-world tasks, and serves as a solution for safety-critical applications.

Happy to share this new article on Sampling Methods for Multi-Stage Robust Optimization Problems, available today in Annals of Operations Research, join work with Fabrizio Dabbene and Georg Pflug. link.springer.com/article/10.100… #robustoptimization #constraintsampling

Happy to share this new article "A novel robust optimization model for nonlinear Support Vector Machine" available in European Journal of Operational Reseach, joint work with A. Spinelli: sciencedirect.com/science/articl… #machinelearning #classification #robustoptimization

In our new work, with @matbesancon, we study #robustoptimization problems from an oracle perspective. We develop #FrankWolfe type algorithms applied to a smoothed version of the problem, which converge to an optimal solution within a certain number of oracle calls. 1/n

Our work on data-driven predictions of relevant start scenarios in #robustoptimization is now published and online available: doi.org/10.1016/j.cor.… In our work we tackle (two-stage) robust combinatorial optimization problems which are extremely hard to solve.

The extended version of our work on #DeepLearning for Two-Stage Robust Integer Optimization is available now: arxiv.org/abs/2310.04345 Our new version of the algorithm can tackle two-stage #robustoptimization problems with uncertainty in the constraints and integer decisions.

The next Robust Optimization Webinar will take place this Friday, October 18, at 15:00 (CET). Speaker: Adam Kasperski (Wrocław University of Science and Technology) Title: Recoverable robust shortest path problem #ROW #RobustOptimization

In my new work I study k-adaptability problems which can be used to approximate two-stage robust optimization problems. I derive bounds on k which guarantee optimality. Link: arxiv.org/abs/2409.12630 #robustoptimization #kadaptability

My presentation on #DeepLearning in #RobustOptimization I gave at the CO@Work workshop is now online (as many of the other talks). youtube.com/watch?v=nX7RLE… Big thanks to Timo Berthold and all other organizers for the invitation and the great organization of the workshop.

Piero Gasparotto et al.: TORO Indexer: a PyTorch-based indexing algorithm for kilohertz serial crystallography #SerialCrystallography #RobustOptimization #RealTimeIndexing ... #IUCr journals.iucr.org/paper?S1600576…

Check out 2023 #MostRead paper of TELO, "Saddle Point Optimization with Approximate Minimization Oracle and Its Application to Robust Berthing Control." bit.ly/3sbOtSj @TELOACM1 #robustoptimization #openaccess

Our paper on using neural networks to speed up solution methods for two-stage robust optimization problems got published now at #ICLR2024 Conference. You can find the updated version here: openreview.net/forum?id=T5Xb0… #robustoptimization #neuralnetworks

Robust Virtual Network Function Optimization Under Post-Failure Uncertainty: Classical & Quantum Computing #TechRxiv #QuantumComputing #RobustOptimization #VirtualNetworkFunction techrxiv.org/doi/full/10.36…

size matters, in #RobustOptimization. If you are among those who said RO generates conservative solutions, look what your uncertainty set is. We showed in this paper that we can beat even the solution of #stochOpt in different simulations; papers.ssrn.com/sol3/papers.cf…