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Ho, Michael

Co-Author Distance
Author ID: ho.michael Recent zbMATH articles by "Ho, Michael"
Published as: Ho, Michael
Documents Indexed: 3 Publications since 2003
Co-Authors: 4 Co-Authors with 3 Joint Publications
201 Co-Co-Authors

Co-Authors

0 single-authored
2 Xin, Jack X.
1 Chang, Weng-Long
1 Guo, Minyi
1 Sun, Zheng

Serials

1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Financial Mathematics

Fields

2 Statistics (62-XX)
1 Numerical analysis (65-XX)
1 Computer science (68-XX)
1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Biology and other natural sciences (92-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

3 Publications have been cited 23 times in 22 Documents Cited by ▼ Year ▼
Weighted elastic net penalized mean-variance portfolio design and computation. Zbl 1330.91173
Ho, Michael; Sun, Zheng; Xin, Jack
20
2015
Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data. Zbl 1458.62245
Ho, Michael; Xin, Jack
2
2019
Solving the set-splitting problem in sticker-based model and the Adleman-Lipton model. Zbl 1038.68046
Chang, Weng-Long; Guo, Minyi; Ho, Michael
1
2003
Sparse Kalman filtering approaches to realized covariance estimation from high frequency financial data. Zbl 1458.62245
Ho, Michael; Xin, Jack
2
2019
Weighted elastic net penalized mean-variance portfolio design and computation. Zbl 1330.91173
Ho, Michael; Sun, Zheng; Xin, Jack
20
2015
Solving the set-splitting problem in sticker-based model and the Adleman-Lipton model. Zbl 1038.68046
Chang, Weng-Long; Guo, Minyi; Ho, Michael
1
2003
all cited Publications top 5 cited Publications
all top 5

Cited by 51 Authors

4 De Simone, Valentina
3 Corsaro, Stefania
3 Lindström, Erik
3 Madsen, Henrik O.
3 Nystrup, Peter
2 Fang, Liangda
2 Lai, Zhao-Rong
2 Marino, Zelda
2 Qi, Houduo
2 Wu, Xiaotian
1 Ahn, Miju
1 Bian, Siyu
1 Boyd, Stephen Poythress
1 Bredies, Kristian
1 Butler, Andrew R.
1 Chakrabarti, Arnab
1 Chenchene, Enis
1 Dodge, M.
1 Fabozzi, Frank J.
1 Garcia, Philip C.
1 Ge, Zhili
1 Hong, Don
1 Hooshmand, F.
1 Irwin, Scott
1 Kim, Woo Chang
1 Kong, Lingchen
1 Kwon, Roy H.
1 Li, Roujia
1 Liu, Jia
1 Lorenz, Dirk Alfred
1 Luo, ZiYan
1 Mirhassani, Seyed Ali
1 Naldi, Emanuele
1 Pang, Jong-Shi
1 Perla, Francesca
1 Sen, Rituparna
1 Serra, Teresa
1 Tan, Liming
1 Wang, Xingyuan
1 Wu, Zhongming
1 Xie, Guoyu
1 Xin, Jack X.
1 Xiong, Jie
1 Xiu, Naihua
1 Xu, Shuzhe
1 Yang, Pei-Yi
1 Yu, Xiaotong
1 Zeng, Yong
1 Zhang, Chuanlong
1 Zhang, Shuaiqi
1 Zhao, Hongxin
all top 5

Cited in 13 Serials

5 Annals of Operations Research
3 Computational Optimization and Applications
2 SIAM Journal on Optimization
2 Quantitative Finance
2 Journal of Machine Learning Research (JMLR)
1 SIAM Journal on Control and Optimization
1 Insurance Mathematics & Economics
1 Optimization
1 European Journal of Operational Research
1 Natural Computing
1 SIAM Journal on Financial Mathematics
1 Sankhyā. Series B
1 SN Operations Research Forum
all top 5

Cited in 9 Fields

15 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
9 Operations research, mathematical programming (90-XX)
7 Statistics (62-XX)
3 Numerical analysis (65-XX)
2 Probability theory and stochastic processes (60-XX)
2 Computer science (68-XX)
2 Systems theory; control (93-XX)
1 Operator theory (47-XX)
1 Calculus of variations and optimal control; optimization (49-XX)

Citations by Year