User:Zfeinst

From Wikipedia, the free encyclopedia

I'm a professor at Stevens Institute of Technology, having obtained my PhD in financial engineering from Princeton University. I am primarily studying financial risk. I studied systems engineering and applied math in college. I also have a love affair for Ancient history, particularly the Roman Republic.

Subpages

  1. Closure of Sum of Closed Sets: List of sufficient conditions for the the sum/difference of closed sets to be closed
  2. Set optimization

Pages I Started

Finance

  1. Acceptance set
  2. Active return
  3. Admissible trading strategy
  4. Bid-ask matrix
  5. Consistent pricing process
  6. Deviation risk measure
  7. Distortion risk measure
  8. Downside risk
  9. Dynamic risk measure
  10. Entropic risk measure
  11. Entropic value at risk
  12. Frictionless market
  13. Good-deal bounds
  14. Indifference price
  15. Information coefficient
  16. No free lunch with vanishing risk
  17. Risk metric
  18. Solvency cone
  19. Superhedging price

Systems Engineering

  1. Eigensystem realization algorithm
  2. Frequency domain decomposition
  3. Weighting pattern

Mathematics

  1. Algebraic interior
  2. Benson's algorithm
  3. Bipolar theorem
  4. Bounding point
  5. Dieudonné's theorem
  6. Distortion function
  7. Duality gap
  8. Effective domain
  9. Fenchel-Moreau theorem
  10. g-expectation
  11. Nonlinear expectation
  12. Order unit
  13. Perturbation function
  14. Predictable process
  15. Quasi-relative interior
  16. Radial (analysis)
  17. Recession cone
  18. Sigma-martingale
  19. Slater's condition
  20. Snell envelope
  21. Strong duality
  22. Supporting functional
  23. Vector optimization
  24. Weak duality
  25. Wolfe duality

Miscellaneous

  1. Benson's algorithm (Go)

In Simple Wikipedia

  1. Convex function
  2. Epigraph (mathematics)
  3. Norm (mathematics)
  4. Weighted average

Other Pages I Did Significant Work On

Finance

  1. Average value at risk
  2. Coherent risk measure
  3. Financial risk
  4. Market impact cost
  5. No-arbitrage bounds
  6. Risk measure
  7. Self-financing portfolio
  8. Spectral risk measure
  9. Tail conditional expectation
  10. Time consistency

Systems Engineering

  1. Controllability
  2. Observability
  3. State-transition matrix
  4. Realization (systems)

Mathematics

  1. Convex analysis
  2. Convex conjugate
  3. Dual problem
  4. Fenchel duality

In Simple Wikipedia

To Be Started

Finance

  1. Market model
  2. Optimized certainty equivalent
  3. Penalty function (Risk)
  4. Shortfall risk
  5. Solvency region

Systems Engineering

Mathematics

  1. Directionally closed
  2. List of theorems which prove closure of sum of closed sets (rename)
  3. Minkowski difference

In Simple Wikipedia

This user is a member of WikiProject Finance & Investment.
This user participates in WikiProject Economics.
This user is a member of the Business WikiProject.
This user participates in
WikiProject Mathematics.
This user is a member of WikiProject Systems.
This user participates in WikiProject Classical Greece and Rome.

Related Articles

Wikiwand AI