Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks. - Xiaoyue Li; Ayse Sinem Uysal; John M. Mulvey (Eur. J. Oper. Res., 2022)

End-to-end risk budgeting portfolio optimization with neural networks. - Ayse Sinem Uysal; Xiaoyue Li; John M. Mulvey (Ann. Oper. Res., 2024)