1. Asset allocation strategies based on penalized quantile regression

   • Giovanni Bonaccolto
   • Massimiliano Caporin
   • Sandra Paterlini

   Original Paper 28 August 2017 Pages: 1 - 32

   

2. The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market

   • Paolo Barucca
   • Fabrizio Lillo

   Original Paper 23 October 2017 Pages: 33 - 53

   

3. A successive linear programming algorithm with non-linear time series for the reservoir management problem

   • Charles Gauvin
   • Erick Delage
   • Michel Gendreau

   Original Paper 20 December 2017 Pages: 55 - 86

   

4. Stochastic dynamic programming approach to managing power system uncertainty with distributed storage

   • Luckny Zéphyr
   • C. Lindsay Anderson

   Original Paper 30 December 2017 Pages: 87 - 110

   

5. A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming

   • Guanglin Xu
   • Samuel Burer

   Original Paper 17 January 2018 Pages: 111 - 134