Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Home

Lecture

Portfolio Optimization: Models and Strategies

About
Privacy
Disclaimer

Graph Chatbot

Related lectures (55)

Lagrangian Duality: Convex Optimization Log in to Mediaspace to watch this video

Explores Lagrangian duality in convex optimization, transforming problems into min-max formulations and discussing the significance of dual solutions.

Central Limit Theorem: Illustration and Applications Log in to Mediaspace to watch this video

Explores the Central Limit Theorem and its statistical implications in random variables.

Convexifying Nonconvex Problems: SVM and Dimensionality Reduction Log in to Mediaspace to watch this video

Explores convexifying nonconvex problems through SVM and dimensionality reduction techniques.

Stochastic Models for Communications Log in to Mediaspace to watch this video

Explores stochastic models for communications, covering mean, variance, characteristic functions, inequalities, various discrete and continuous random variables, and properties of different distributions.

The Geometry of Linear Optimization Log in to Mediaspace to watch this video

Delves into linear optimization formulation, capacity expansion, investment under taxation, and revenue management in various industries.

Optimization Techniques: Gradient Descent and Convex Functions Log in to Mediaspace to watch this video

Provides an overview of optimization techniques, focusing on gradient descent and properties of convex functions in machine learning.

Faster Gradient Descent: Projected Optimization Techniques Log in to Mediaspace to watch this video

Covers faster gradient descent methods and projected gradient descent for constrained optimization in machine learning.

Capital Asset Pricing Model: Theory and Applications Log in to Mediaspace to watch this video

Explores the Capital Asset Pricing Model, covering risk-return trade-off, SML, betas estimation, and applications in finance.

Markov Chain Monte Carlo: Sampling High-Dimensional Distributions Log in to Mediaspace to watch this video

Covers Markov Chain Monte Carlo for sampling high-dimensional distributions, discussing challenges, advantages, and applications like the Knapsack Problem and cryptography.

Random Variables and Covariance Log in to Mediaspace to watch this video

Covers random variables, variances, and covariance, as well as the probability in random graphs.

International Portfolio Allocation Log in to Mediaspace to watch this video

Explores the optimization of international portfolio allocation and the principles of comparative advantage in trade.

Proximal Gradient Descent: Optimization Techniques in Machine Learning Log in to Mediaspace to watch this video

Discusses proximal gradient descent and its applications in optimizing machine learning algorithms.

Probability Distributions: Basics and Properties Log in to Mediaspace to watch this video

Covers the basics of probability distributions, including mean, variance, and properties of random variables.

Convex Optimization: Sets and Functions Log in to Mediaspace to watch this video

Introduces convex optimization through sets and functions, covering intersections, examples, operations, gradient, Hessian, and real-world applications.

Two-phase Simplex Algorithm: Introduction and Duality Log in to Mediaspace to watch this video

Introduces the two-phase simplex algorithm and explores duality in linear programming.

Page 3 of 3