| Multi-period trading via convex optimization S Boyd, E Busseti, S Diamond, RN Kahn, K Koh, P Nystrup, J Speth Foundations and Trends® in Optimization 3 (1), 1-76, 2017 | 159 | 2017 |
| Deep learning for time series modeling E Busseti, I Osband, S Wong Technical report, Stanford University, 1-5, 2012 | 139 | 2012 |
| Differentiating through a cone program A Agrawal*, S Barratt*, S Boyd*, E Busseti*, WM Moursi* arXiv preprint arXiv:1904.09043, 2019 | 119 | 2019 |
| Solution refinement at regular points of conic problems E Busseti, WM Moursi, S Boyd Computational Optimization and Applications 74, 627-643, 2019 | 37 | 2019 |
| Risk-constrained Kelly gambling E Busseti, EK Ryu, S Boyd arXiv preprint arXiv:1603.06183, 2016 | 33 | 2016 |
| Dynamic energy management N Moehle, E Busseti, S Boyd, M Wytock Large Scale Optimization in Supply Chains and Smart Manufacturing: Theory …, 2019 | 28 | 2019 |
| Calibration of optimal execution of financial transactions in the presence of transient market impact E Busseti, F Lillo Journal of Statistical Mechanics: Theory and Experiment 2012 (09), P09010, 2012 | 23 | 2012 |
| Volume weighted average price optimal execution E Busseti, S Boyd arXiv preprint arXiv:1509.08503, 2015 | 10 | 2015 |
| Differentiating through a cone program,(2019) A Agrawal, S Barratt, S Boyd, E Busseti, WM Moursi arXiv preprint arXiv:1904.09043, 1904 | 10 | 1904 |
| Volume Weighted Average Price Optimal Execution, 1-34 E Busseti, S Boyd arXiv preprint arXiv:1509.08503, 2015 | 9 | 2015 |
| Deep Learning for Time Series Modeling CS 229 Final Project Report E Busseti, I Osband, S Wong Technical report, Stanford University. Stanford (CA), 2012. http://cs229 …, 2012 | 6 | 2012 |
| Portfolio management and optimal execution via convex optimization E Busseti Stanford University, 2018 | 4 | 2018 |
| Derivative of a Conic Problem with a Unique Solution E Busseti arXiv preprint arXiv:1903.05753, 2019 | 1 | 2019 |
| Seasonally-Adjusted Auto-Regression of Vector Time Series E Busseti arXiv preprint arXiv:1911.01010, 2019 | | 2019 |
| Risk and Return models for Equity Markets and Implied Equity Risk Premium E Busseti arXiv preprint arXiv:1903.07737, 2019 | | 2019 |
| Optimal Execution of Financial Transactions in Presence of Market Impact E Busseti | | 2011 |
| Implementation of a Linear Programming Algorithm for Pattern Recognition and Linear Fitting in the CMS DT Chambers E Busseti | | 2009 |
| Douglas-Rachford Splitting for Cardinality Constrained Quadratic Programming E Busseti, H Javadi, R Takapoui | | |
