Papers
Published
Purcaru, Islip, and Kwon, Mixed-Integer Optimization for Cross-Validated Feature Selection in Linear Classification, Journal of Optimization Theory and Applications, 210, Article 16, 2026.
Grunnesjö, Islip, Li, Lu, and Kwon, A Regime-Switching Decision Support System for Dynamic Portfolio Optimization, Annals of Operations Research, 2026.
Islip and Kwon, Stochastic Red-Blue Set Covering: A Decomposition Approach, Journal of Global Optimization, 91, 923–951, 2025.
Islip, Kwon, and Kim, Integration of Support Vector Machines and Mean-Variance Optimization for Capital Allocation, European Journal of Operational Research, 322(3): 1045–1058, 2025.
Gaskin, Kalim, Wallace, Islip, Kwon, and Liew, Portfolio Optimization Techniques for Cryptocurrencies, The Journal of Investing, 32(3), 50–65, 2023.
Islip, Wei, and Kwon, Managing construction risk with weather derivatives, The Engineering Economist, 66(2), 150–184, 2021.
Accepted
Islip, Kwon, Bae, and Kim, Contextual Scenario Generation for Two-Stage Stochastic Programming, Computational Optimization and Applications (accepted for publication), 2026.
Thesis
Islip, New Applications of Optimization Oracles with a Lens Towards Finance, Ph.D. thesis, Department of Mechanical and Industrial Engineering, University of Toronto, June 2025. Supervised by Roy H. Kwon. Open access (CC BY 4.0).