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ORCIDOleksandr Romanko
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- affiliation: McMaster University, Hamilton, Canada
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Journal Articles
- 2023
[j5]Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon:
ChatGPT-Based Investment Portfolio Selection. Oper. Res. Forum 4(4): 91 (2023)- 2016
- [j4]Oleksandr Romanko, Helmut Mausser:
Robust scenario-based value-at-risk optimization. Ann. Oper. Res. 237(1-2): 203-218 (2016) - 2014
- [j3]Helmut Mausser, Oleksandr Romanko:
Computing equal risk contribution portfolios. IBM J. Res. Dev. 58(4) (2014) - 2010
- [j2]Alireza Ghaffari Hadigheh
, Oleksandr Romanko, Tamás Terlaky:
Bi-parametric convex quadratic optimization. Optim. Methods Softw. 25(2): 229-245 (2010) - 2007
- [j1]Alireza Ghaffari Hadigheh, Oleksandr Romanko, Tamás Terlaky:
Sensitivity analysis in convex quadratic optimization: Simultaneous perturbation of the objective and right-hand-side vectors. Algorithmic Oper. Res. 2(2): 94-111 (2007)
Conference and Workshop Papers
- 2017
- [c3]Oleksandr Romanko, Alex Kreinin:
Workshop on financial risk analytics. CASCON 2017: 349 - 2016
- [c2]Oleksandr Romanko, Alex Kreinin:
Workshop on financial risk analytics. CASCON 2016: 288-289 - 2015
- [c1]Oleksandr Romanko, Alex Kreinin, Helmut Mausser:
Workshop on financial risk analytics. CASCON 2015: 281-282
Informal and Other Publications
- 2023
- [i1]Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon:
ChatGPT-based Investment Portfolio Selection. CoRR abs/2308.06260 (2023)
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