The stochastic oscillator is one of the most relied-upon tools in technical analysis, ranking alongside popular indicators like the relative strength index (RSI) and moving average convergence ...

Stochastic Dominance and Portfolio Optimization Publication Trend The graph below shows the total number of publications each year in Stochastic Dominance and Portfolio Optimization.

We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget ...

We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...