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ORCIDLuis A. Seco
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- affiliation: University of Toronto, Department of Mathematics, Canada
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Journal Articles
- 2017
[j6]Cuicui Luo, Luis A. Seco:
Stochastic Correlation in Risk Analytics: A Financial Perspective. IEEE Syst. J. 11(3): 1479-1485 (2017)- 2012
- [j5]Janko Hernández
, David Saunders, Luis A. Seco:
Algorithmic estimation of risk factors in financial markets with stochastic drift. Comput. Oper. Res. 39(4): 820-828 (2012) - 2011
- [j4]Angie Elkhodiry, Joseph Paradi, Luis A. Seco:
Using equity options to imply credit information. Ann. Oper. Res. 185(1): 45-73 (2011) - [j3]Desheng Dash Wu, David L. Olson, Luis A. Seco, John R. Birge:
Introduction to the Special Issue on "Operational Research and Asia Risk Management". Asia Pac. J. Oper. Res. 28(1) (2011) - 2010
- [j2]Cuicui Luo, Luis A. Seco, Haofei Wang, Desheng Dash Wu:
Risk modeling in crude oil market: a comparison of Markov switching and GARCH models. Kybernetes 39(5): 750-769 (2010) - 2008
- [j1]Ian Buckley, David Saunders, Luis A. Seco:
Portfolio optimization when asset returns have the Gaussian mixture distribution. Eur. J. Oper. Res. 185(3): 1434-1461 (2008)
Conference and Workshop Papers
- 2025
- [c1]Hao Shi, Weili Song, Xinting Zhang, Jiahe Shi, Cuicui Luo, Xiang Ao, Hamid Arian, Luis Angel Seco:
AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors. AAAI 2025: 12524-12532
Coauthor Index
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