publications by categories in reversed chronological order. generated by jekyll-scholar.


  1. Exponentially Weighted Moving Models
    Eric Luxenberg, and Stephen Boyd
  2. Disciplined Saddle Programming
    Philipp Schiele, Eric Luxenberg, and Stephen P. Boyd
    Transactions on Machine Learning Research 2024
  3. Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
    Eric Luxenberg, Philipp Schiele, and Stephen Boyd
    To appear, Journal of Optimization Theory and Applications, 2024. 2024
  4. Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
    Eric Luxenberg, Philipp Schiele, and Stephen Boyd
    Computational Economics 2024
  5. Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization
    Eric Luxenberg, and Stephen Boyd
    Optimization and Engineering 2024


  1. Specifying and Solving Robust Empirical Risk Minimization Problems Using CVXPY
    Eric Luxenberg, Dhruv Malik, Yuanzhi Li, and 2 more authors
    arXiv preprint arXiv:2306.05649 2023


  1. Strategic Asset Allocation with Illiquid Alternatives
    Eric Luxenberg, Stephen Boyd, Misha Beek, and 2 more authors
    In Proceedings of the Third ACM International Conference on AI in Finance 2022


  1. Discovery of surrogate agonists for visceral fat Treg cells that modulate metabolic indices in vivo
    Ricardo A Fernandes, Chaoran Li, Gang Wang, and 8 more authors
    Elife 2020


  1. Using machine learning to discover shape descriptors for predicting emulsion stability in a microfluidic channel
    Jian Wei Khor, Neal Jean, Eric S Luxenberg, and 2 more authors
    Soft matter 2019