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Enzo Busseti
Enzo Busseti
Unknown affiliation
Verified email at stanford.edu
Title
Cited by
Cited by
Year
Multi-period trading via convex optimization
S Boyd, E Busseti, S Diamond, RN Kahn, K Koh, P Nystrup, J Speth
Foundations and Trends® in Optimization 3 (1), 1-76, 2017
1492017
Deep learning for time series modeling
E Busseti, I Osband, S Wong
Technical report, Stanford University, 1-5, 2012
1362012
Differentiating through a cone program
A Agrawal*, S Barratt*, S Boyd*, E Busseti*, WM Moursi*
arXiv preprint arXiv:1904.09043, 2019
1092019
Solution refinement at regular points of conic problems
E Busseti, WM Moursi, S Boyd
Computational Optimization and Applications 74, 627-643, 2019
352019
Risk-constrained Kelly gambling
E Busseti, EK Ryu, S Boyd
arXiv preprint arXiv:1603.06183, 2016
322016
Dynamic energy management
N Moehle, E Busseti, S Boyd, M Wytock
Large Scale Optimization in Supply Chains and Smart Manufacturing: Theory …, 2019
262019
Calibration of optimal execution of financial transactions in the presence of transient market impact
E Busseti, F Lillo
Journal of Statistical Mechanics: Theory and Experiment 2012 (09), P09010, 2012
222012
Volume weighted average price optimal execution
E Busseti, S Boyd
arXiv preprint arXiv:1509.08503, 2015
102015
Volume Weighted Average Price Optimal Execution, 1-34
E Busseti, S Boyd
arXiv preprint arXiv:1509.08503, 2015
102015
Differentiating through a cone program,(2019)
A Agrawal, S Barratt, S Boyd, E Busseti, WM Moursi
arXiv preprint arXiv:1904.09043, 1904
101904
Deep Learning for Time Series Modeling CS 229 Final Project Report
E Busseti, I Osband, S Wong
Technical report, Stanford University. Stanford (CA), 2012. http://cs229 …, 2012
62012
Portfolio management and optimal execution via convex optimization
E Busseti
Stanford University, 2018
22018
Seasonally-Adjusted Auto-Regression of Vector Time Series
E Busseti
arXiv preprint arXiv:1911.01010, 2019
2019
Risk and Return models for Equity Markets and Implied Equity Risk Premium
E Busseti
arXiv preprint arXiv:1903.07737, 2019
2019
Derivative of a Conic Problem with a Unique Solution
E Busseti
arXiv preprint arXiv:1903.05753, 2019
2019
Optimal Execution of Financial Transactions in Presence of Market Impact
E Busseti
2011
Implementation of a Linear Programming Algorithm for Pattern Recognition and Linear Fitting in the CMS DT Chambers
E Busseti
2009
Douglas-Rachford Splitting for Cardinality Constrained Quadratic Programming
E Busseti, H Javadi, R Takapoui
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Articles 1–18