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Barratt, Shane
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1

Convex optimization over risk-neutral probabilities:

Barratt, Shane ; Tuck, Jonathan ; Boyd, Stephen
Optimization and Engineering.  25 (2023)  1 - p. 283-299 , 2023
Link: https://doi.org/10.1007/..
 
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2

Stochastic Control With Affine Dynamics and Extended Quadra..:

Barratt, Shane ; Boyd, Stephen
IEEE Transactions on Automatic Control.  67 (2022)  1 - p. 320-335 , 2022
Link: https://doi.org/10.1109/..
 
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3

Covariance prediction via convex optimization:

Barratt, Shane ; Boyd, Stephen
Optimization and Engineering.  24 (2022)  3 - p. 2045-2078 , 2022
Link: https://doi.org/10.1007/..
 
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4

Multi-period liability clearing via convex optimal control:

Barratt, Shane ; Boyd, Stephen
Optimization and Engineering.  24 (2022)  2 - p. 1387-1409 , 2022
Link: https://doi.org/10.1007/..
 
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5

Fitting feature-dependent Markov chains:

Barratt, Shane ; Boyd, Stephen
Journal of Global Optimization.  , 2022
Link: https://doi.org/10.1007/..
 
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6

Optimal representative sample weighting:

Barratt, Shane ; Angeris, Guillermo ; Boyd, Stephen
Statistics and Computing.  31 (2021)  2 - p. , 2021
Link: https://doi.org/10.1007/..
 
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7

Learning Convex Optimization Models:

Agrawal, Akshay ; Barratt, Shane ; Boyd, Stephen
IEEE/CAA Journal of Automatica Sinica.  8 (2021)  8 - p. 1355-1364 , 2021
Link: https://doi.org/10.1109/..
 
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8

Automatic repair of convex optimization problems:

Barratt, Shane ; Angeris, Guillermo ; Boyd, Stephen
Optimization and Engineering.  22 (2020)  1 - p. 247-259 , 2020
Link: https://doi.org/10.1007/..
 
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9

Minimizing a sum of clipped convex functions:

Barratt, Shane ; Angeris, Guillermo ; Boyd, Stephen
Optimization Letters.  14 (2020)  8 - p. 2443-2459 , 2020
Link: https://doi.org/10.1007/..
 
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10

Least squares auto-tuning:

Barratt, Shane T. ; Boyd, Stephen P.
Engineering Optimization.  53 (2020)  5 - p. 789-810 , 2020
Link: https://doi.org/10.1080/..
 
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11

Fitting a Kalman Smoother to Data:

, In: 2020 American Control Conference (ACC),
Barratt, Shane T. ; Boyd, Stephen P. - p. 1526-1531 , 2020
Link: https://doi.org/10.23919..
 
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12

Covariance Prediction via Convex Optimization:

Barratt, Shane ; Boyd, Stephen
http://arxiv.org/abs/2101.12416.  , 2021
Link: http://arxiv.org/abs/210..
 
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13

Low Rank Forecasting:

Barratt, Shane ; Dong, Yining ; Boyd, Stephen
http://arxiv.org/abs/2101.12414.  , 2021
Link: http://arxiv.org/abs/210..
 
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14

Portfolio Construction Using Stratified Models:

Tuck, Jonathan ; Barratt, Shane ; Boyd, Stephen
http://arxiv.org/abs/2101.04113.  , 2021
Link: http://arxiv.org/abs/210..
 
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15

Multi-Period Liability Clearing via Convex Optimal Control:

Barratt, Shane ; Boyd, Stephen
http://arxiv.org/abs/2005.09066.  , 2020
Link: http://arxiv.org/abs/200..
 
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