Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
-
SPIR Internship Agreement for Juan Perez Osorio: Course Preparation for Financial Engineering Nearest Neighbors (FENN)
Uryasev, S. (PI), Polak, P. (CoPI) & Yu, Y. (CoI)
01/29/26 → 06/3/26
Project: Research
-
SPIR Internship Agreement Zilin Chen: Barret Shao- Application of Machine Learning Techniques in High-Dimensional Financial Analysis Project
Polak, P. (PI), Uryasev, S. (CoPI) & Yu, Y. (CoI)
08/25/25 → 05/15/26
Project: Research
-
SPIR Internship Agreement: Exploration and Evaluation of Tools for Modeling Macromolecular Interaction
Kozakov, D. (PI), Polak, P. (PI) & Yu, Y. (CoI)
Manhattan BioSolutions Incorporated
07/1/25 → 06/30/26
Project: Research
-
SPIR Internship for Mathew Thiel: validityBase Robust Signal Construction for Financial Markets
Uryasev, S. (PI) & Polak, P. (CoPI)
05/26/25 → 05/15/26
Project: Research
-
SPIR Internship for Zhishu Zhang & Ruolan Sun: Machine Learning Techniques for Optimal Portfolio Construction
Polak, P. (PI) & Uryasev, S. (CoPI)
05/26/25 → 05/15/26
Project: Research
-
Asymptotic normality of the Conditional Value-at-Risk based Pickands estimator
Li, Y. & Polak, P., Aug 2025, In: Statistics and Probability Letters. 223, 110411.Research output: Contribution to journal › Article › peer-review
-
Digital Image Speckle Correlation (DISC): Facial Muscle Tracking for Neurological and Psychiatric Disorders
Fu, S., Polak, P., Fiore, S., Passman, J. N., Davis, R., Manu, L. M. & Rafailovich, M., Jul 2025, In: Diagnostics. 15, 13, 1574.Research output: Contribution to journal › Article › peer-review
Open Access -
Learning to Trade with Preferences: Interpretable Execution via Mixture-of-Experts
Xu, H., Bohne, J., Polak, P., Byrd, D., Rosenberg, D. & Kazantsev, G., Nov 14 2025, ICAIF 2025 - 6th ACM International Conference on AI in Finance. Association for Computing Machinery, Inc, p. 762-770 9 p. (ICAIF 2025 - 6th ACM International Conference on AI in Finance).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
Open Access -
Online Ensemble Learning for Sector Rotation: A Gradient-Free Framework
Miao, J. & Polak, P., Nov 14 2025, ICAIF 2025 - 6th ACM International Conference on AI in Finance. Association for Computing Machinery, Inc, p. 440-448 9 p. (ICAIF 2025 - 6th ACM International Conference on AI in Finance).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
-
Risk parity portfolio optimization under heavy-tailed returns and dynamic correlations
Paolella, M. S., Polak, P. & Walker, P. S., Mar 2025, In: Journal of Time Series Analysis. 46, 2, p. 353-377 25 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations