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Ricardo Collado
Ricardo Collado
EY Parthenon
Verified email at parthenon.ey.com
Title
Cited by
Cited by
Year
Scenario decomposition of risk-averse multistage stochastic programming problems
RA Collado, D Papp, A Ruszczyński
Annals of Operations Research 200 (1), 147-170, 2012
632012
Network interdiction–models, applications, unexplored directions
RA Collado, D Papp
Rutcor Res Rep, RRR4, Rutgers University, New Brunswick, NJ, 2012
272012
Quantile optimization for heavy-tailed distribution using asymmetric signum functions
JH Kim, WB Powell, RA Collado
Princeton University, 2011
142011
Network interdiction–models, applications
RA Collado, D Papp
unexplored directions. Technical report, RUTCOR Technical Report RRR 4-2012 …, 2012
82012
Time series forecasting with a learning algorithm: an approximate dynamic programming approach
R Collado, GG Creamer
22nd International Conference on Computational Statistics (COMPSTAT), 2016
72016
Resource allocation for contingency planning: An inexact proximal bundle method for stochastic optimization
S Moazeni, RA Collado
European Journal of Operational Research 291 (3), 1008-1023, 2021
52021
Risk-averse stochastic path detection
R Collado, S Meisel, L Priekule
European Journal of Operational Research 260 (1), 195-211, 2017
52017
Scenario decomposition of risk-averse two stage stochastic programming problems
R Collado
Rutcor Research Report, 2012
22012
Scenario decomposition of risk-averse stochastic optimization problems
R Collado
Rutgers University-Graduate School-New Brunswick, 2010
12010
Metalearning of time series: an approximate dynamic programming approach
RA Collado, GG Creamer
Quantitative Finance 23 (4), 539-551, 2023
2023
Risk-averse dynamic arbitrage in illiquid markets
S Moazeni, R Collado, A Zhang
Journal of Risk, Forthcoming, 2018
2018
THRESHOLD RISK MEASURES PART 1: FINITE HORIZON
RA COLLADO, WB POWELL
2013
Euclidean traveling salesman on orientable surfaces
R Collado
Rutcor Research Report, 2012
2012
Scenario decomposition of risk-averse stochastic optimization problems
RAC Soto
Rutgers The State University of New Jersey, School of Graduate Studies, 2010
2010
Extension of the semidefinite characterization of sum of squares functional systems to algebraic structures
R Collado
DIMACS Technical Report, 2009
2009
On convex polytopes in the plane “containing" and “avoid- ing" zero
C Ricardo
Dimacs Technical Report, 2002
2002
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Articles 1–16