Maxim Bichuch

According to our database, Maxim Bichuch authored at least 15 papers between 2012 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Decentralized payment clearing using blockchain and optimal bidding.

Hamed Amini, Maxim Bichuch, Zachary Feinstein

Eur. J. Oper. Res., August, 2023

Prospective Learning: Principled Extrapolation to the Future.

Ashwin De Silva, Rahul Ramesh, Lyle H. Ungar, Marshall G. Hussain Shuler, Noah J. Cowan, Michael L. Platt, Chen Li, Leyla Isik, Seung-Eon Roh, Adam Charles, Archana Venkataraman, Brian Caffo, Javier J. How, Justus M. Kebschull, John W. Krakauer, Maxim Bichuch, Kaleab Alemayehu Kinfu, Eva Yezerets, Dinesh Jayaraman, Jong M. Shin, Soledad Villar, Ian Phillips, Carey E. Priebe, Thomas Hartung, Michael I. Miller, Jayanta Dey, Ningyuan Huang, Eric Eaton, Ralph Etienne-Cummings, Elizabeth L. Ogburn, Randal C. Burns, Onyema Osuagwu, Brett Mensh, Alysson R. Muotri, Julia Brown, Chris White, Weiwei Yang, Andrei A. Rusu, Timothy D. Verstynen, Konrad P. Kording, Pratik Chaudhari, Joshua T. Vogelstein

Proceedings of the Conference on Lifelong Learning Agents, 2023

2022

Optimal Switching between Locking Down and Opening the Economy Because of an Infection.

Maxim Bichuch

SIAM J. Control. Optim., 2022

Endogenous Inverse Demand Functions.

Maxim Bichuch, Zachary Feinstein

Oper. Res., 2022

A repo model of fire sales with VWAP and LOB pricing mechanisms.

Maxim Bichuch, Zachary Feinstein

Eur. J. Oper. Res., 2022

Prospective Learning: Back to the Future.

Joshua T. Vogelstein, Timothy D. Verstynen, Konrad P. Kording, Leyla Isik, John W. Krakauer, Ralph Etienne-Cummings, Elizabeth L. Ogburn, Carey E. Priebe, Randal C. Burns, Kwame S. Kutten, James J. Knierim, James B. Potash, Thomas Hartung, Lena Smirnova, Paul Worley, Alena V. Savonenko, Ian Phillips, Michael I. Miller, René Vidal, Jeremias Sulam, Adam Charles, Noah J. Cowan, Maxim Bichuch, Archana Venkataraman, Chen Li, Nitish V. Thakor, Justus M. Kebschull, Marilyn S. Albert, Jinchong Xu, Marshall G. Hussain Shuler, Brian Caffo, J. Tilak Ratnanather, Ali Geisa, Seung-Eon Roh, Eva Yezerets, Meghana Madhyastha, Javier J. How, Tyler M. Tomita, Jayanta Dey, Ningyuan Huang, Jong M. Shin, Kaleab Alemayehu Kinfu, Pratik Chaudhari, Ben Baker, Anna Schapiro, Dinesh Jayaraman, Eric Eaton, Michael L. Platt, Lyle H. Ungar, Leila Wehbe, Ádám Kepecs, Amy Christensen, Onyema Osuagwu, Bing Brunton, Brett Mensh, Alysson R. Muotri, Gabriel A. Silva, Francesca Puppo, Florian Engert, Elizabeth Hillman, Julia Brown, Chris White, Weiwei Yang

CoRR, 2022

Model-free Learning of Regions of Attraction via Recurrent Sets.

Yue Shen, Maxim Bichuch, Enrique Mallada

Proceedings of the 61st IEEE Conference on Decision and Control, 2022

2020

On the Value of Energy Storage in Generation Cost Reduction.

Yue Shen, Maxim Bichuch, Enrique Mallada

Proceedings of the 18th European Control Conference, 2020

2019

Optimization of Fire Sales and Borrowing in Systemic Risk.

Maxim Bichuch, Zachary Feinstein

SIAM J. Financial Math., 2019

Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon.

Maxim Bichuch, Ronnie Sircar

SIAM J. Control. Optim., 2019

2017

Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon.

Maxim Bichuch, Ronnie Sircar

SIAM J. Control. Optim., 2017

2014

Portfolio optimization under convex incentive schemes.

Maxim Bichuch, Stephan Sturm

Finance Stochastics, 2014

Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment.

Maxim Bichuch

Finance Stochastics, 2014

2013

Utility Maximization Trading Two Futures with Transaction Costs.

Maxim Bichuch, Steven E. Shreve

SIAM J. Financial Math., 2013

2012

Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs.

Maxim Bichuch

SIAM J. Financial Math., 2012