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Maxim Bichuch
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2020 – today
- 2023
- [j11]Hamed Amini, Maxim Bichuch, Zachary Feinstein:
Decentralized payment clearing using blockchain and optimal bidding. Eur. J. Oper. Res. 309(1): 409-420 (2023) - [c3]Ashwin De Silva, Rahul Ramesh, Lyle H. Ungar, Marshall G. Hussain Shuler, Noah J. Cowan, Michael L. Platt, Chen Li, Leyla Isik, Seung-Eon Roh, Adam Charles, Archana Venkataraman, Brian Caffo, Javier J. How, Justus M. Kebschull, John W. Krakauer, Maxim Bichuch, Kaleab Alemayehu Kinfu, Eva Yezerets, Dinesh Jayaraman, Jong M. Shin, Soledad Villar, Ian Phillips, Carey E. Priebe, Thomas Hartung, Michael I. Miller, Jayanta Dey, Ningyuan Huang, Eric Eaton, Ralph Etienne-Cummings, Elizabeth L. Ogburn, Randal C. Burns, Onyema Osuagwu, Brett Mensh, Alysson R. Muotri, Julia Brown, Chris White, Weiwei Yang, Andrei A. Rusu, Timothy D. Verstynen, Konrad P. Kording, Pratik Chaudhari, Joshua T. Vogelstein:
Prospective Learning: Principled Extrapolation to the Future. CoLLAs 2023: 347-357 - 2022
- [j10]Maxim Bichuch, Zachary Feinstein:
A repo model of fire sales with VWAP and LOB pricing mechanisms. Eur. J. Oper. Res. 296(1): 353-367 (2022) - [j9]Maxim Bichuch, Zachary Feinstein:
Endogenous Inverse Demand Functions. Oper. Res. 70(5): 2702-2714 (2022) - [j8]Maxim Bichuch:
Optimal Switching between Locking Down and Opening the Economy Because of an Infection. SIAM J. Control. Optim. 60(2): S75-S91 (2022) - [c2]Yue Shen, Maxim Bichuch, Enrique Mallada:
Model-free Learning of Regions of Attraction via Recurrent Sets. CDC 2022: 4714-4719 - [i3]Joshua T. Vogelstein, Timothy D. Verstynen, Konrad P. Kording, Leyla Isik, John W. Krakauer, Ralph Etienne-Cummings, Elizabeth L. Ogburn, Carey E. Priebe, Randal C. Burns, Kwame S. Kutten, James J. Knierim, James B. Potash, Thomas Hartung, Lena Smirnova, Paul Worley, Alena V. Savonenko, Ian Phillips, Michael I. Miller, René Vidal, Jeremias Sulam, Adam Charles, Noah J. Cowan, Maxim Bichuch, Archana Venkataraman, Chen Li, Nitish V. Thakor, Justus M. Kebschull, Marilyn S. Albert, Jinchong Xu, Marshall G. Hussain Shuler, Brian Caffo, J. Tilak Ratnanather, Ali Geisa, Seung-Eon Roh, Eva Yezerets, Meghana Madhyastha, Javier J. How, Tyler M. Tomita, Jayanta Dey, Ningyuan Huang, Jong M. Shin, Kaleab Alemayehu Kinfu, Pratik Chaudhari, Ben Baker, Anna Schapiro, Dinesh Jayaraman, Eric Eaton, Michael L. Platt, Lyle H. Ungar, Leila Wehbe, Ádám Kepecs, Amy Christensen, Onyema Osuagwu, Bing Brunton, Brett Mensh, Alysson R. Muotri, Gabriel A. Silva, Francesca Puppo, Florian Engert, Elizabeth Hillman, Julia Brown, Chris White, Weiwei Yang:
Prospective Learning: Back to the Future. CoRR abs/2201.07372 (2022) - [i2]Yue Shen, Maxim Bichuch, Enrique Mallada:
Model-free Learning of Regions of Attraction via Recurrent Sets. CoRR abs/2204.10372 (2022) - 2020
- [c1]Yue Shen, Maxim Bichuch, Enrique Mallada:
On the Value of Energy Storage in Generation Cost Reduction. ECC 2020: 1526-1532 - [i1]Yue Shen, Maxim Bichuch, Enrique Mallada:
On the Value of Energy Storage in Generation Cost Reduction. CoRR abs/2010.01257 (2020)
2010 – 2019
- 2019
- [j7]Maxim Bichuch, Ronnie Sircar:
Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon. SIAM J. Control. Optim. 57(1): 437-467 (2019) - [j6]Maxim Bichuch, Zachary Feinstein:
Optimization of Fire Sales and Borrowing in Systemic Risk. SIAM J. Financial Math. 10(1): 68-88 (2019) - 2017
- [j5]Maxim Bichuch, Ronnie Sircar:
Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon. SIAM J. Control. Optim. 55(6): 3799-3832 (2017) - 2014
- [j4]Maxim Bichuch:
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment. Finance Stochastics 18(3): 651-694 (2014) - [j3]Maxim Bichuch, Stephan Sturm:
Portfolio optimization under convex incentive schemes. Finance Stochastics 18(4): 873-915 (2014) - 2013
- [j2]Maxim Bichuch, Steven E. Shreve:
Utility Maximization Trading Two Futures with Transaction Costs. SIAM J. Financial Math. 4(1): 26-85 (2013) - 2012
- [j1]Maxim Bichuch:
Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs. SIAM J. Financial Math. 3(1): 433-458 (2012)
Coauthor Index
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