Computational Science and Engineering

Rensselaer Researcher Overcomes Portfolio Optimization Limitations With New Approach

Optimizing an investment portfolio to maximize returns while minimizing risk is the ultimate goal for investors and their advisers. However, there is no set path and challenges always arise. One such limitation is the high-dimensional, small-sample problem (HDSS). HDSS refers to a portfolio with a large number of assets but little historical data, leading to unreliable portfolio optimization and resulting in weak investment performance.

RPI Student Selected for Inaugural U.S. Women’s Cyber Team

Rensselaer Polytechnic Institute’s Elan Smolar Eisenberg ’25, an undergraduate with a dual major in computer science and information technology and web science (ITWS), has been selected as one of 12 members of the inaugural U.S. Women’s Cyber Team. Smolar Eisenberg will head to Tokyo in November, along with her teammates, to compete in the Kunoichi Cyber Games at the 2024 Code Blue Conference in collaboration with teams from Japan, Europe, and the United Kingdom.

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