Pages that link to "Item:Q1027626"
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The following pages link to A robust approach based on conditional value-at-risk measure to statistical learning problems (Q1027626):
Displaying 16 items.
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning (Q2159458) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Robust and distributionally robust optimization models for linear support vector machine (Q2676336) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- Robust ν-support vector machine based on worst-case conditional value-at-risk minimization (Q2905345) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Nonparametric kernel estimation of expected shortfall under negatively associated sequences (Q5077216) (← links)
- Tail mean and related robust solution concepts (Q5172535) (← links)
- Multi-Loss WCVaR Risk Decision Optimization Based On Weight for Centralized Supply Problem of Direct Chain Enterprises (Q5384749) (← links)
- Conditional value‐at‐risk beyond finance: a survey (Q6090467) (← links)
