Computation of expected shortfall by fast detection of worst scenarios (Q5014243)
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scientific article; zbMATH DE number 7436820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of expected shortfall by fast detection of worst scenarios |
scientific article; zbMATH DE number 7436820 |
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Computation of expected shortfall by fast detection of worst scenarios (English)
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1 December 2021
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expected shortfall
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ranking and selection
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sequential design
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Bayesian filter
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