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castlelab.princeton.edu

Castle Labs – ComputAtional STochastic optimization and LEarning

Specializes in research for dynamic resource management using approximate dynamic programming. Applications include transportation and logistics, freight transportation, energy and finance, as well as other fields such as medicine and emergency response. Castle Lab produces production quality code for our industrial sponsors.

http://castlelab.princeton.edu/

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Castle Labs – ComputAtional STochastic optimization and LEarning | castlelab.princeton.edu Reviews
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Specializes in research for dynamic resource management using approximate dynamic programming. Applications include transportation and logistics, freight transportation, energy and finance, as well as other fields such as medicine and emergency response. Castle Lab produces production quality code for our industrial sponsors.
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Castle Labs – ComputAtional STochastic optimization and LEarning | castlelab.princeton.edu Reviews

https://castlelab.princeton.edu

Specializes in research for dynamic resource management using approximate dynamic programming. Applications include transportation and logistics, freight transportation, energy and finance, as well as other fields such as medicine and emergency response. Castle Lab produces production quality code for our industrial sponsors.

INTERNAL PAGES

castlelab.princeton.edu castlelab.princeton.edu
1

Warren Powell bio

http://castlelab.princeton.edu/wbpbio.html

Warren B. Powell. Warren Powell is a faculty member in the Department of Operations Research and Financial Engineering at Princeton University where he has taught since 1981. In 1990, he founded CASTLE Laboratory. Which spans research in computational stochastic optimization with applications initially in transportation and logistics. In 2011, he founded the Princeton laboratory for ENergy Systems Analysis (PENSA). In the 1980's, he designed and wrote SYSNET. Written by Ken Nickerson '84), which then evo...

2

Comp. Stoch. Opt.

http://castlelab.princeton.edu/cso.htm

Warren B. Powell. Http:/ www.castlelab.princeton.edu. Computational stochastic optimization represents an effort to create an umbrella over the many communities of stochastic optimization. This website is intended to introduce people to the different fields of stochastic optimization, while also identifying important bridges between communities. The jungle of stochastic optimization. This is a list of the communities of computational stochastic optimization. This is a series of powerpoint presentations, ...

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frontrunthedelta.blogspot.com frontrunthedelta.blogspot.com

Front-Run The Delta: For anyone still on the subscriber list...

http://frontrunthedelta.blogspot.com/2014/04/for-anyone-still-on-subscriber-list.html

Friday, April 4, 2014. For anyone still on the subscriber list. The blog is back up as a repository. Subscribe to: Post Comments (Atom). View my complete profile. High Frequency Trading Review. National Bureau of Economic Research. Oxford Institute for Energy Studies. Social Science Research Network. The Physics of Finance. Volatility Futures and Options. A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation. A Splendid Exchange: How Trade Shaped the World. Shipping Deri...

frontrunthedelta.blogspot.com frontrunthedelta.blogspot.com

Front-Run The Delta: Bringing some balance to HFT

http://frontrunthedelta.blogspot.com/2014/04/bringing-some-balance-to-hft.html

Monday, April 7, 2014. Bringing some balance to HFT. This guy gets it. There needs to be a more thorough conversation about HFT and its merits. The same people fighting against HFT today would probably have protested new sailing technology in the 1700s. Embrace change. It's the only constant. Subscribe to: Post Comments (Atom). View my complete profile. High Frequency Trading Review. National Bureau of Economic Research. Oxford Institute for Energy Studies. Social Science Research Network. Quantitative M...

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Donghun Lee

http://www.zytode.com/donghunleedotcom

Donghun Lee 1983- (page last modified in November 2016). 88 College Rd W. Princeton, NJ 08540 USA. Department of Computer Science. Princeton, NJ 08540-5233 USA. Machine Learning: This works some magic in many applications like face recognition in your digital camera. Computational Biology: The field where applied machine learning will improve our lifestyle fundamentally. Life Science Industry: The inevitable world of business to get things rolled out and make real changes. CMU Ballroom Dance Club [ Go.

e-ffiliates-acee.princeton.edu e-ffiliates-acee.princeton.edu

2014 Speakers – E-ffiliates

https://e-ffiliates-acee.princeton.edu/annual-meeting/2014-annual-meeting/2014-speakers

2015 Schedule of Events. 2014 Schedule of Events. 2013 Schedule of Events. 2012 Schedule of Events. Fellow, Advanced Research Projects Agency-Energy (ARPA-E), U.S. Department of Energy. Glenn G. Amatucci. Professor of Materials Science and Engineering, Rutgers University. Director, Energy Storage Research Group (ESRG). Associate Director, U.S. Department of Energy, Energy Frontier Research Center. José L. Avalos. Carter F. Bales. Chairman and Managing Partner, NewWorld Capital Group, LLC. September-Octob...

frontrunthedelta.blogspot.com frontrunthedelta.blogspot.com

Front-Run The Delta: Global Gold: HKFE-listed GLD spread to CME & LIFFE

http://frontrunthedelta.blogspot.com/2011/08/global-gold-hkfe-listed-gld-spread-to.html

Tuesday, August 23, 2011. Global Gold: HKFE-listed GLD spread to CME and LIFFE. This is the arbitrage constructed from four gold futures contracts, all denominated in USD. The four contracts include: CME's GC. Contract, NYSELIFFE's ZG. Contracts, and the HKFE. Contract (not to be confused with the US-listed ETF. Of the same symbol). The similarities of these contracts make this structure a relatively simple one, however if the many contracts listed in other currencies, with different quality grades.

frontrunthedelta.blogspot.com frontrunthedelta.blogspot.com

Front-Run The Delta: NYISO Electricity Market, Cont'd

http://frontrunthedelta.blogspot.com/2012/06/nyiso-electricity-market-contd.html

Monday, June 4, 2012. NYISO Electricity Market, Cont'd. Ran across this great analysis. Of last week's action in NYISO/PJM markets. Subscribe to: Post Comments (Atom). View my complete profile. High Frequency Trading Review. National Bureau of Economic Research. Oxford Institute for Energy Studies. Social Science Research Network. The Physics of Finance. Volatility Futures and Options. A Demon of Our Own Design: Markets, Hedge Funds, and the Perils of Financial Innovation. Algorithmic Trading and DMA.

frontrunthedelta.blogspot.com frontrunthedelta.blogspot.com

Front-Run The Delta: ETF / Futures Arbitrage: GLD and CME's Gold Contract

http://frontrunthedelta.blogspot.com/2011/09/etf-futures-arbitrage-gld-and-cmes-gold.html

Tuesday, September 6, 2011. ETF / Futures Arbitrage: GLD and CME's Gold Contract. This is the spread constructed from trading GLD. Shares against the CME-listed Gold futures contract ( GC. This is the oft. Cited index for global gold prices and has been used as the basis for other relationships. Explored in the past. Synchronized, high-frequency quotes and volumes were recorded from July 21 - 22, 2011. Each day's spread individually. Ty for this j-will. so when we see the downward pressure of the GC ...

frontrunthedelta.blogspot.com frontrunthedelta.blogspot.com

Front-Run The Delta: Urals Blend Arbitrage Continues From Novorossiysk

http://frontrunthedelta.blogspot.com/2012/07/urals-blend-arbitrage-continues-from.html

Saturday, July 14, 2012. Urals Blend Arbitrage Continues From Novorossiysk. The Urals arbitrage looks to be strengthening relative to the REBCO curve on Thursday. Urals is a blend of light and heavy crude oils from West Siberia, the Ural Mountains in Russia, and flow from fields in the Caspian, an area rich in oil history. Following an export suspension after a flood last week. Novorossiysk is once again busy, adding 2 tankers between yesterday. And a closer look at the actual channel:. National Bureau o...

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Castle Dental Laboratory was founded in 1982 by Norman F. Cho, CDT. Recognizing that there was a shortage of removable prosthetics laboratory, it was decided that we would focus our efforts in this arena. We specialize in all phases of removable prosthetics, in full and partial dentures and including implant retained prosthetics.

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Castle Labs – ComputAtional STochastic optimization and LEarning

ComputAtional STochastic optimization and LEarning. Models and Algorithms for General Resource Allocation Problems. Modeling and Problem Representation. General Dynamic Resource Management. Dynamic Fleet Management (Trucking, Rail, Air). Health and Medical Applications. Vehicle Routing and Scheduling Problems. Traffic and Public Transportation. Warren B. Powell, 1997 – 2017. Computational Stochastic Optimization and Learning. Algorithms – Our central focus is on approximate dynamic programming. Surroundi...

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