Thomas F. Coleman
Affiliations: | Cornell University, Ithaca, NY, United States |
Area:
Finance, MathematicsGoogle:
"Thomas Coleman"Children
Sign in to add trainee| Maria-Cristina Patron | grad student | 2003 | Cornell |
| Katharyn A. Boyle | grad student | 2005 | Cornell |
| Changhong He | grad student | 2005 | Cornell |
| Jay L. Henniger | grad student | 2005 | Cornell |
| Siddharth R. Alexander | grad student | 2007 | Cornell |
| Dmitriy V. Levchenkov | grad student | 2007 | Cornell |
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Publications
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| Nian K, Coleman TF, Li Y. (2018) Learning minimum variance discrete hedging directly from the market Quantitative Finance. 18: 1115-1128 |
| Xu W, Chen Y, Coleman C, et al. (2018) Moment matching machine learning methods for risk management of large variable annuity portfolios Journal of Economic Dynamics and Control. 87: 1-20 |
| Tayal A, Coleman TF, Li Y. (2018) Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking Data Mining and Knowledge Discovery. 32: 417-452 |
| Coleman TF, LaPlante A, Rubtsov A. (2018) Analysis of the SRISK measure and its application to the Canadian banking and insurance industries Annals of Finance. 14: 547-570 |
| Nian K, Zhang H, Tayal A, et al. (2016) Auto insurance fraud detection using unsupervised spectral ranking for anomaly The Journal of Finance and Data Science. 2: 58-75 |
| Moazeni S, Coleman TF, Li Y. (2016) Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy Annals of Operations Research. 237: 99-120 |
| Tayal A, Coleman TF, Li Y. (2015) RankRC: Large-Scale Nonlinear Rare Class Ranking Ieee Transactions On Knowledge and Data Engineering. 27: 3347-3359 |
| Xu W, Coleman TF. (2014) Solving nonlinear equations with the Newton-Krylov method based on automatic differentiation Optimization Methods and Software. 29: 88-101 |
| Tayal A, Coleman TF, Li Y. (2014) Primal explicit max margin feature selection for nonlinear support vector machines Pattern Recognition. 47: 2153-2164 |
| Xi J, Coleman TF, Li Y, et al. (2014) A gradual nonconvexification method for minimizing value-at-risk Journal of Risk. 16: 23-47 |