John M. Mulvey

49 papers Misc 2Journal 41Unranked 2

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Dynamic asset allocation with asset-specific regime forecasts. Ann. Oper. Res. Yizhan Shu, Chenyu Yu, John M. Mulvey
2024	J	`jnl`	A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges. CoRR Yuqi Nie, Yaxuan Kong, Xiaowen Dong, John M. Mulvey, H. Vincent Poor, Qingsong Wen, Stefan Zohren
2024	J	`jnl`	End-to-end risk budgeting portfolio optimization with neural networks. Ann. Oper. Res. Ayse Sinem Uysal, Xiaoyue Li, John M. Mulvey
2023	J	`jnl`	Optimizing Multidocument Summarization by Blending Reinforcement Learning Policies. IEEE Trans. Artif. Intell. DiJia Su, Difei Su, John M. Mulvey, H. Vincent Poor
2023	J	`jnl`	ST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic Forecasting. CoRR Zepu Wang, Yuqi Nie, Peng Sun, Nam H. Nguyen, John M. Mulvey, H. Vincent Poor
2022	Misc	`conf`	Competitive Multi-Agent Reinforcement Learning with Self-Supervised Representation. ICASSP DiJia Su, Jason D. Lee, John M. Mulvey, H. Vincent Poor
2022	J	`jnl`	Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks. Eur. J. Oper. Res. Xiaoyue Li, Ayse Sinem Uysal, John M. Mulvey
2021	J	`jnl`	MUSBO: Model-based Uncertainty Regularized and Sample Efficient Batch Optimization for Deployment Constrained Reinforcement Learning. CoRR DiJia Su, Jason D. Lee, John M. Mulvey, H. Vincent Poor
2021	J	`jnl`	PoBRL: Optimizing Multi-Document Summarization by Blending Reinforcement Learning Policies. CoRR DiJia Andy Su, Difei Su, John M. Mulvey, H. Vincent Poor
2021	J	`jnl`	Portfolio Optimization Under Regime Switching and Transaction Costs: Combining Neural Networks and Dynamic Programs. INFORMS J. Optim. Xiaoyue Li, John M. Mulvey
2016	J	`jnl`	Dynamic allocations for currency futures under switching regimes signals. Eur. J. Oper. Res. Lorenzo Reus, John M. Mulvey
2015	J	`jnl`	Optimal savings management for individuals with defined contribution pension plans. Eur. J. Oper. Res. Agnieszka Karolina Konicz, John M. Mulvey
2014	J	`jnl`	Dynamic asset allocation for varied financial markets under regime switching framework. Eur. J. Oper. Res. Geum Il Bae, Woo Chang Kim, John M. Mulvey
2009	—	`ch.`	Financial Optimization. Encyclopedia of Optimization John M. Mulvey, Bala Shetty
2008	J	`jnl`	OR PRACTICE - Assisting Defined-Benefit Pension Plans. Oper. Res. John M. Mulvey, Koray D. Simsek, Zhuojuan Zhang, Frank J. Fabozzi, William R. Pauling
2005	—	`ch.`	25. Decentralized Risk Management for Global Property and Casualty Insurance Companies. Applications of Stochastic Programming John M. Mulvey, Hafize G. Erkan
2004	J	`jnl`	Financial planning via multi-stage stochastic optimization. Comput. Oper. Res. John M. Mulvey, Bala Shetty
2003	Misc	`conf`	Simulation for risk management: risk management of a P/C insurance company scenario generation, simulation and optimization. WSC John M. Mulvey, Hafize G. Erkan
2001	J	`jnl`	Introduction to financial optimization: Mathematical Programming Special Issue. Math. Program. John M. Mulvey
2000	J	`jnl`	An Asset and Liability Management System for Towers Perrin-Tillinghast. Interfaces John M. Mulvey, Gordon Gould, Clive Morgan
2000	J	`jnl`	Stratified filtered sampling in stochastic optimization. Adv. Decis. Sci. Robert Rush, John M. Mulvey, John E. Mitchell, Thomas R. Willemain
1999	J	`jnl`	Linking strategic and tactical planning systemsfor asset and liability management. Ann. Oper. Res. John M. Mulvey, Chris Madsen, François Morin
1999	J	`jnl`	Parameter estimation in stochastic scenario generation systems. Eur. J. Oper. Res. John M. Mulvey, Daniel P. Rosenbaum, Bala Shetty
1996	—	`ch.`	Robust Optimization on PC Supercomputers. Applications on Advanced Architecture Computers John M. Mulvey
1996	—	`conf`	Solving robust optimization models in finance. CIFEr John M. Mulvey
1995	J	`jnl`	A New Scenario Decomposition Method for Large-Scale Stochastic Optimization. Oper. Res. John M. Mulvey, Andrzej Ruszczynski
1995	J	`jnl`	Accountability and Computer Decision Systems. Commun. ACM Deborah G. Johnson, John M. Mulvey
1995	—	`ch.`	Chapter 15 Asset and liability allocation in a global environment. Finance John M. Mulvey, William T. Ziemba
1995	J	`jnl`	Robust Optimization of Large-Scale Systems. Oper. Res. John M. Mulvey, Robert J. Vanderbei, Stavros A. Zenios
1994	J	`jnl`	An Extension of the DQA Algorithm to Convex Stochastic Programs. SIAM J. Optim. Adam J. Berger, John M. Mulvey, Andrzej Ruszczynski
1993	J	`jnl`	Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives. SIAM J. Optim. Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
1993	J	`jnl`	Preface. Ann. Oper. Res. Hiroshi Konno, David G. Luenberger, John M. Mulvey
1993	J	`jnl`	Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure. INFORMS J. Comput. Tamra J. Carpenter, Irvin J. Lustig, John M. Mulvey, David F. Shanno
1992	J	`jnl`	A diagonal quadratic approximation method for large scale linear programs. Oper. Res. Lett. John M. Mulvey, Andrzej Ruszczynski
1991	J	`jnl`	Applying the progressive hedging algorithm to stochastic generalized networks. Ann. Oper. Res. John M. Mulvey, Hercules Vladimirou
1991	J	`jnl`	Formulating Two-Stage Stochastic Programs for Interior Point Methods. Oper. Res. Irvin J. Lustig, John M. Mulvey, Tamra J. Carpenter
1991	J	`jnl`	Solving multistage stochastic networks: An application of scenario aggregation. Networks John M. Mulvey, Hercules Vladimirou
1989	J	`jnl`	Balancing large social accounting matrices with nonlinear network programming. Networks Stavros A. Zenios, Arne Drud, John M. Mulvey
1989	J	`jnl`	OR Practice - Large-Scale Nonlinear Network Models and Their Application. Oper. Res. Ron S. Dembo, John M. Mulvey, Stavros A. Zenios
1988	J	`jnl`	A distributed algorithm for convex network optimization problems. Parallel Comput. Stavros A. Zenios, John M. Mulvey
1988	J	`jnl`	Vectorization and multitasking of nonlinear network programming algorithms. Math. Program. Stavros A. Zenios, John M. Mulvey
1987	J	`jnl`	Nonlinear programming on generalized networks. ACM Trans. Math. Softw. David P. Ahlfeld, John M. Mulvey, Ron S. Dembo, Stavros A. Zenios
1986	J	`jnl`	Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP. Oper. Res. Stavros A. Zenios, John M. Mulvey
1986	—	`conf`	Nonlinear network programming on a vector supercomputer (abstract). ACM Conference on Computer Science Stavros A. Zenios, John M. Mulvey
1980	J	`jnl`	Technical Note - Equivalence of the 0-1 Integer Programming Problem to Discrete Generalized and Pure Networks. Oper. Res. Fred W. Glover, John M. Mulvey
1979	J	`jnl`	On Reporting Computational Experiments with Mathematical Software. ACM Trans. Math. Softw. Harlan P. Crowder, Ron S. Dembo, John M. Mulvey
1978	J	`jnl`	Pivot Strategies for Primal-Simplex Network Codes. J. ACM John M. Mulvey
1978	J	`jnl`	Reporting computational experiments in mathematical programming. Math. Program. Harlan P. Crowder, Ron S. Dembo, John M. Mulvey
1978	J	`jnl`	Testing of a large-scale network optimization program. Math. Program. John M. Mulvey