User:Zfeinst

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.

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

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

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

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

1. Benson's algorithm (Go)

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

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

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

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

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

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