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Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios., and . SIAM J. Financial Math., 14 (1): 127-157 (March 2023)Non-zero-sum reinsurance games subject to ambiguous correlations., , and . Oper. Res. Lett., 44 (5): 578-586 (2016)Optimal dynamic mean-variance portfolio subject to proportional transaction costs and no-shorting constraint., and . Autom., (2022)A Subgame Perfect Equilibrium Reinforcement Learning Approach to Time-inconsistent Problems., and . CoRR, (2021)Quantum Algorithms for the Pathwise Lasso., , , , and . CoRR, (2023)DRL Trading with CPT Actor and Truncated Quantile Critics., , and . ICAIF, page 574-582. ACM, (2023)Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection., , and . IJCAI, page 4619-4625. ijcai.org, (2020)Special Track on AI in FinTech.A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions., and . Comput. Stat. Data Anal., (2021)Persistent-homology-based machine learning: a survey and a comparative study., , and . Artif. Intell. Rev., 55 (7): 5169-5213 (2022)Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set., , and . Manuf. Serv. Oper. Manag., 25 (5): 1779-1795 (September 2023)