publications | Philipp Schiele

Philipp Schiele Toggle navigation about publications(current) repositories teaching publications 2024 How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression Lucas Kook, Chris Kolb, Philipp Schiele, and 8 more authors In Proceedings of the the Conference on Uncertainty in Artificial Intelligence (UAI) 2024 Bib @inproceedings{kolb2024drift, title = {How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression}, author = {Kook, Lucas and Kolb, Chris and Schiele, Philipp and Dold, Daniel and Arpogaus, Marcel and Fritz, Cornelius and Baumann, Philipp and Kopper, Philipp and Pielok, Tobias and Dorigatti, Emilio and Rügamer, David}, booktitle = {Proceedings of the the Conference on Uncertainty in Artificial Intelligence (UAI)}, year = {2024}, } Markowitz Portfolio Construction at Seventy Stephen Boyd, Kasper Johansson, Ronald Kahn, and 2 more authors Journal of Portfolio Management 2024 arXiv Bib Code @article{boyd2024markowitz, author = {Boyd, Stephen and Johansson, Kasper and Kahn, Ronald and Schiele, Philipp and Schmelzer, Thomas}, title = {Markowitz Portfolio Construction at Seventy}, journal = {Journal of Portfolio Management}, year = {2024}, doi = {10.48550/arXiv.2401.05080}, } Disciplined Saddle Programming Philipp Schiele, Eric Luxenberg, and Stephen Boyd Transactions on Machine Learning Research 2024 Bib PDF Code @article{schiele2024dsp, author = {Schiele, Philipp and Luxenberg, Eric and Boyd, Stephen}, title = {Disciplined Saddle Programming}, journal = {Transactions on Machine Learning Research}, year = {2024}, pages = {1--25}, } Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization Eric Luxenberg, Philipp Schiele, and Stephen Boyd Journal of Optimization Theory and Applications 2024 Bib HTML PDF Code @article{luxenberg2024robustbond, author = {Luxenberg, Eric and Schiele, Philipp and Boyd, Stephen}, title = {Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization}, journal = {Journal of Optimization Theory and Applications}, pages = {1--27}, publisher = {Springer}, year = {2024}, doi = {https://doi.org/10.1007/s10957-024-02436-z}, } Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization Eric Luxenberg, Philipp Schiele, and Stephen Boyd Computational Economics 2024 Bib HTML PDF Code @article{luxenberg2024cptopt, author = {Luxenberg, Eric and Schiele, Philipp and Boyd, Stephen}, title = {Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization}, journal = {Computational Economics}, pages = {1--21}, publisher = {Springer}, year = {2024}, doi = {https://doi.org/10.1007/s10614-024-10556-x}, } 2022 ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling Philipp Schiele, Christoph Berninger, and David Rügamer Aug 2022 arXiv Bib Code @misc{schiele2022armacell, author = {Schiele, Philipp and Berninger, Christoph and R\"ugamer, David}, doi = {10.48550/ARXIV.2208.14919}, title = {{ARMA Cell: A Modular and Effective Approach for Neural Autoregressive Modeling}}, year = {2022}, month = aug } © Copyright 2026 Philipp Schiele.