Pages that link to "Item:Q723976"
From MaRDI portal
The following pages link to Estimation and asymptotics for buffered probability of exceedance (Q723976):
Displaying 12 items.
- Maximization of AUC and buffered AUC in binary classification (Q1739053) (← links)
- Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation (Q2241122) (← links)
- Minimization of a class of rare event probabilities and buffered probabilities of exceedance (Q2241133) (← links)
- Derivatives and subderivatives of buffered probability of exceedance (Q2294283) (← links)
- Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes (Q2347452) (← links)
- Gradients and subgradients of buffered failure probability (Q2670447) (← links)
- Buffered Probability of Exceedance: Mathematical Properties and Optimization (Q4637507) (← links)
- Solving Nonsmooth and Nonconvex Compound Stochastic Programs with Applications to Risk Measure Minimization (Q5870366) (← links)
- Buffered-ranking intervals for virtual profit efficiency analysis (Q6090374) (← links)
- Developing a model for a modulating mirror fixed on active supports: stochastic model (Q6160557) (← links)