A sparse regression and neural network approach for financial factor modeling. - Hassan T. Anis; Roy H. Kwon (Appl. Soft Comput., 2021)

Cardinality-constrained risk parity portfolios. - Hassan T. Anis; Roy H. Kwon (Eur. J. Oper. Res., 2022)

Risk-allocation-based index tracking. - Hassan T. Anis; Giorgio Costa; Roy H. Kwon (Comput. Oper. Res., 2023)

End-to-end, decision-based, cardinality-constrained portfolio optimization. - Hassan T. Anis; Roy H. Kwon (Eur. J. Oper. Res., 2025)