Benchmark of 15 time-series architectures on equity portfolios finds no model dominates, with TransEnc-8 at 0.352 rank-1 acceptability and all promoted models showing negative net Sharpe at 20 bps costs under constraints.
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Robust optimization framework for green ammonia that ensures feasible capacity plans under renewable uncertainty where constraint aggregation fails, using scenario reduction and adaptive policies.
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Benchmarking Deep Time Series Models for Equity Portfolios
Benchmark of 15 time-series architectures on equity portfolios finds no model dominates, with TransEnc-8 at 0.352 rank-1 acceptability and all promoted models showing negative net Sharpe at 20 bps costs under constraints.
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Robust Optimization for Green Ammonia Production
Robust optimization framework for green ammonia that ensures feasible capacity plans under renewable uncertainty where constraint aggregation fails, using scenario reduction and adaptive policies.