Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
154 | Manying Bai, Lujie Sun |
Application of Copula and Copula-CVaR in the Multivariate Portfolio Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ESCAPE ![In: Combinatorics, Algorithms, Probabilistic and Experimental Methodologies, First International Symposium, ESCAPE 2007, Hangzhou, China, April 7-9, 2007, Revised Selected Papers, pp. 231-242, 2007, Springer, 978-3-540-74449-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
CVaR, Portfolio Optimization, Copula, GARCH |
134 | Min Jiang, Qiying Hu, Zhiqing Meng |
A Method on Solving Multiobjective Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science ![In: Computational Science - ICCS 2004, 4th International Conference, Kraków, Poland, June 6-9, 2004, Proceedings, Part IV, pp. 923-930, 2004, Springer, 3-540-22129-8. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
CVaR, Pareto efficient solutions, Loss functions, Credit risk |
125 | Sen Qin |
Log-optimal portfolio models with risk control of VaR and CVaR using genetic algorithms. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GEC Summit ![In: Proceedings of the first ACM/SIGEVO Summit on Genetic and Evolutionary Computation, GEC Summit 2009, Shanghai, China, June 12-14, 2009, pp. 941-944, 2009, ACM, 978-1-60558-326-6. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
log-optimal portfolio model, genetic algorithm, value-at-risk, conditional value-at-risk, risk control |
113 | Min Jiang, Zhiqing Meng, Qiying Hu |
A Neural Network Model on Solving Multiobjective Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2004, International Symposium on Neural Networks, Dalian, China, August 19-21, 2004, Proceedings, Part II, pp. 1000-1006, 2004, Springer, 3-540-22843-8. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
CVaR, Pareto efficient solutions, Loss functions, Credit risk |
83 | Kapil Agrawal |
Building Efficient Frontier by CVaR minimization for Non-normal Asset Returns Using Copula Theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CSE ![In: Proceedings of the 11th IEEE International Conference on Computational Science and Engineering, CSE 2008, São Paulo, SP, Brazil, July 16-18, 2008, pp. 319-326, 2008, IEEE Computer Society, 978-0-7695-3193-9. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Multivariate distribution, Multi-objective Evolutionary Algorithm, Portfolio Optimization, NSGA-II, Copula, Value-at-Risk, Conditional Value-at-Risk, Extreme Value Theory, conditional expectation |
70 | Jana Cerbáková |
Worst-case VaR and CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
OR ![In: Operations Research Proceedings 2005, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, Germany, September 7-9, 2005, pp. 817-822, 2005, 978-3-540-32537-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
moment problem, worst-case CVaR, worst-case VaR, exchange rate |
62 | Virgilijus Sakalauskas, Dalia Kriksciuniene |
Short-Term Investment Risk Measurement Using VaR and CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (4) ![In: Computational Science - ICCS 2006, 6th International Conference, Reading, UK, May 28-31, 2006, Proceedings, Part IV, pp. 316-323, 2006, Springer, 3-540-34385-7. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
51 | Nina Cvar, Jure Trilar, Andrej Kos, Mojca Volk, Emilija Stojmenova Duh |
The Use of IoT Technology in Smart Cities and Smart Villages: Similarities, Differences, and Future Prospects. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Sensors ![In: Sensors 20(14), pp. 3897, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza |
Conditional value at risk and related linear programming models for portfolio optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 152(1), pp. 227-256, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Mean-risk models, Gini’s mean difference, Linear programming, Portfolio optimization, Conditional Value at Risk, Stochastic dominance |
41 | Marina Resta, Stefano Santini |
Robust Hedging of Electricity Retail Portfolios with CVaR Constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
MCO ![In: Modelling, Computation and Optimization in Information Systems and Management Sciences, Second International Conference, MCO 2008, Metz, France - Luxembourg, September 8-10, 2008. Proceedings, pp. 264-272, 2008, Springer, 978-3-540-87476-8. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Supply Side, Energy Management, Robust Optimization, Conditional Value at Risk |
41 | Rongjun Li, Xianying Chang |
A Modified Genetic Algorithm with Multiple Subpopulations and Dynamic Parameters Applied in CVaR Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CIMCA/IAWTIC ![In: 2006 International Conference on Computational Intelligence for Modelling Control and Automation (CIMCA 2006), International Conference on Intelligent Agents, Web Technologies and Internet Commerce (IAWTIC 2006), 29 November - 1 December 2006, Sydney, Australia, pp. 151, 2006, IEEE Computer Society, 0-7695-2731-0. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
40 | Kei Nakagawa, Shuhei Noma, Masaya Abe |
RM-CVaR: Regularized Multiple β-CVaR Portfolio. (Special Track on AI in FinTech) ![Search on Bibsonomy](Pics/bibsonomy.png) |
IJCAI ![In: Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, IJCAI 2020, pp. 4562-4568, 2020, ijcai.org. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
21 | Adam Krzemienowski |
Risk preference modeling with conditional average: an application to portfolio optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 165(1), pp. 67-95, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Quantile risk measures, Portfolio optimization, Preference modeling, Experimental analysis, Stochastic dominance |
21 | Gang Lu, Fushuan Wen, Chi Yung Chung 0001, Kit Po Wong |
Conditional Value-at-Risk based mid-term generation operation planning in electricity market environment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Congress on Evolutionary Computation ![In: Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2007, 25-28 September 2007, Singapore, pp. 2745-2750, 2007, IEEE, 978-1-4244-1339-3. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
21 | Arturo Leccadito, Sergio Ortobelli Lozza, Emilio Russo, Gaetano Iaquinta |
Financial Risk Modeling with Markov Chains. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDEAL ![In: Intelligent Data Engineering and Automated Learning - IDEAL 2006, 7th International Conference, Burgos, Spain, September 20-23, 2006, Proceedings, pp. 1275-1282, 2006, Springer, 3-540-45485-3. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
21 | Grazyna Trzpiot, Alicja Ganczarek |
Value at Risk Using the Principal Components Analysis on the Polish Power Exchange. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GfKl ![In: From Data and Information Analysis to Knowledge Engineering, Proceedings of the 29th Annual Conference of the Gesellschaft für Klassifikation e.V., University of Magdeburg, March 9-11, 2005, pp. 550-557, 2005, Springer, 978-3-540-31313-7. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
21 | John M. Mulvey, Hafize G. Erkan |
Simulation for risk management: risk management of a P/C insurance company scenario generation, simulation and optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 35th Winter Simulation Conference: Driving Innovation, New Orleans, Louisiana, USA, December 7-10, 2003, pp. 364-371, 2003, IEEE Computer Society, 0-7803-8132-7. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
20 | Giacomo Morelli |
Correction to: Responsible investing and portfolio selection: a shapley - CVaR approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 332(1), pp. 1293, January 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | Zhen-Yu Chen 0001 |
Data-driven risk-averse newsvendor problems: developing the CVaR criteria and support vector machines. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 62(4), pp. 1221-1238, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | José Pablo Arias-Nicolás, María Isabel Parra, Mario Martínez Pizarro, Eva L. Sanjuán |
Bayesian Sensitivity Analysis for VaR and CVaR Employing Distorted Band Priors. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Axioms ![In: Axioms 13(2), pp. 77, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | Jing Zhang 0024, Hong Zhong 0001, Jie Cui 0004, Lu Wei 0003, Lu Liu 0001 |
CVAR: Distributed and Extensible Cross-Region Vehicle Authentication With Reputation for VANETs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Intell. Transp. Syst. ![In: IEEE Trans. Intell. Transp. Syst. 25(1), pp. 74-89, January 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | Xuru Yang, Yunze Hu, Han Gao, Kang Ding, Zhaoyang Li, Pingping Zhu, Ying Sun, Chang Liu |
Risk-Aware Non-Myopic Motion Planner for Large-Scale Robotic Swarm Using CVaR Constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2402.16690, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | Yudong Luo, Yangchen Pan, Han Wang, Philip H. S. Torr, Pascal Poupart |
A Simple Mixture Policy Parameterization for Improving Sample Efficiency of CVaR Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2403.11062, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | Abdelouahed Hamdi, Tahereh Khodamoradi, Maziar Salahi |
A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Discret. Math. Algorithms Appl. ![In: Discret. Math. Algorithms Appl. 16(3), pp. 2350021:1-2350021:16, April 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | Akshay Uttarkar, Vidya Niranjan |
A comparative insight into peptide folding with quantum CVaR-VQE algorithm, MD simulations and structural alphabet analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Quantum Inf. Process. ![In: Quantum Inf. Process. 23(2), pp. 48, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
20 | Xindi Wang, Zeshui Xu, Yong Qin |
A CVaR optimization method for priority of hesitant fuzzy preference relation with chance constraint. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Intell. Fuzzy Syst. ![In: J. Intell. Fuzzy Syst. 44(1), pp. 395-408, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Elham Taghizadeh 0002, Saravanan Venkatachalam |
Two-stage risk-averse stochastic programming approach for multi-item single source ordering problem: CVaR minimisation with transportation cost. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 61(7), pp. 2129-2146, April 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Maria Cristina Arcuri, Gino Gandolfi, Fabrizio Laurini |
Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Central Eur. J. Oper. Res. ![In: Central Eur. J. Oper. Res. 31(2), pp. 557-581, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Chi Seng Pun, Tianyu Wang, Zhenzhen Yan |
Data-Driven Distributionally Robust CVaR Portfolio Optimization Under A Regime-Switching Ambiguity Set. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manuf. Serv. Oper. Manag. ![In: Manuf. Serv. Oper. Manag. 25(5), pp. 1779-1795, September 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Alessandro Staino, Emilio Russo, Massimo Costabile, Arturo Leccadito |
Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with Conditional Value-at-Risk (CVaR) constraint. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 20(1), pp. 12, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Li Xia, Zhihui Yu, Peter W. Glynn |
On the Maximization of Long-Run Reward CVaR for Markov Decision Processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.01586, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Sanjay Bhat, Prashanth L. A., Gugan Thoppe |
VaR\ and CVaR Estimation in a Markov Cost Process: Lower and Upper Bounds. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2310.11389, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Si Yi Meng, Robert M. Gower |
A Model-Based Method for Minimizing CVaR and Beyond. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2305.17498, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Hong Zhu, Runpeng Yu 0001, Xing Tang, Yifei Wang 0001, Yuan Fang, Yisen Wang 0001 |
Robust Long-Tailed Learning via Label-Aware Bounded CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2308.15405, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Willy Arthur Silva Reis, Denis Benevolo Pais, Valdinei Freire, Karina Valdivia Delgado |
Forward-PECVaR Algorithm: Exact Evaluation for CVaR SSPs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2303.00672, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Kaiwen Wang, Nathan Kallus, Wen Sun 0002 |
Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2302.03201, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | |
Provably Efficient Iterated CVaR Reinforcement Learning with Function Approximation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2307.02842, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Masako Kishida |
Risk-Aware Control of Discrete-Time Stochastic Systems: Integrating Kalman Filter and Worst-case CVaR in Control Barrier Functions. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.15638, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Yulai Zhao 0002, Wenhao Zhan, Xiaoyan Hu, Ho-fung Leung, Farzan Farnia, Wen Sun 0002, Jason D. Lee |
Provably Efficient CVaR RL in Low-rank MDPs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2311.11965, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Masako Kishida |
A Risk-Aware Control: Integrating Worst-Case CVaR with Control Barrier Function. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2308.14265, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Sleiman Safaoui, Tyler H. Summers |
Distributionally Robust CVaR-Based Safety Filtering for Motion Planning in Uncertain Environments. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.08821, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Kefan Xie, Shufan Zhu, Ping Gui, Yun Chen |
Coordinating an emergency medical material supply chain with CVaR under the pandemic considering corporate social responsibility. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Ind. Eng. ![In: Comput. Ind. Eng. 176, pp. 108989, February 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Arash Bahari Kordabad, Sebastien Gros |
Continuous-time Chance-constrained Stochastic Model Predictive Control using Multiple Shooting and CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ECC ![In: European Control Conference, ECC 2023, Bucharest, Romania, June 13-16, 2023, pp. 1-6, 2023, IEEE, 978-3-907144-08-4. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP BibTeX RDF |
|
20 | Madyan Alsenwi, Eva Lagunas, Hayder Al-Hraishawi, Symeon Chatzinotas |
CVaR-based Robust Beamforming Framework for Massive MIMO LEO Satellite Communications. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GLOBECOM ![In: IEEE Global Communications Conference, GLOBECOM 2023, Kuala Lumpur, Malaysia, December 4-8, 2023, pp. 3953-3958, 2023, IEEE, 979-8-3503-1090-0. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Jia Zhao, Xinyu Rao, JiQiang Liu, Yue Guo, BoKai Yang |
CVAR-FL IoV Intrusion Detection Framework. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISPEC ![In: Information Security Practice and Experience - 18th International Conference, ISPEC 2023, Copenhagen, Denmark, August 24-25, 2023, Proceedings, pp. 123-137, 2023, Springer, 978-981-99-7031-5. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
20 | Yihan Du, Siwei Wang 0002, Longbo Huang |
Provably Efficient Risk-Sensitive Reinforcement Learning: Iterated CVaR and Worst Path. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICLR ![In: The Eleventh International Conference on Learning Representations, ICLR 2023, Kigali, Rwanda, May 1-5, 2023, 2023, OpenReview.net. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP BibTeX RDF |
|
20 | Si Yi Meng, Robert M. Gower |
A Model-Based Method for Minimizing CVaR and Beyond. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICML ![In: International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA., pp. 24436-24456, 2023, PMLR. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP BibTeX RDF |
|
20 | Kaiwen Wang, Nathan Kallus, Wen Sun 0002 |
Near-Minimax-Optimal Risk-Sensitive Reinforcement Learning with CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICML ![In: International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA., pp. 35864-35907, 2023, PMLR. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP BibTeX RDF |
|
20 | Willy Arthur Silva Reis, Denis Benevolo Pais, Valdinei Freire, Karina Valdivia Delgado |
Forward-PECVaR Algorithm: Exact Evaluation for CVaR SSPs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAMAS ![In: Proceedings of the 2023 International Conference on Autonomous Agents and Multiagent Systems, AAMAS 2023, London, United Kingdom, 29 May 2023 - 2 June 2023, pp. 2364-2366, 2023, ACM, 978-1-4503-9432-1. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP BibTeX RDF |
|
20 | Margaret P. Chapman, Laurent Lessard |
Toward a Scalable Upper Bound for a CVaR-LQ Problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Control. Syst. Lett. ![In: IEEE Control. Syst. Lett. 6, pp. 920-925, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Mohamadreza Ahmadi, Xiaobin Xiong, Aaron D. Ames |
Risk-Averse Control via CVaR Barrier Functions: Application to Bipedal Robot Locomotion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Control. Syst. Lett. ![In: IEEE Control. Syst. Lett. 6, pp. 878-883, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson, Erik Thorsén |
Bayesian portfolio selection using VaR and CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 427, pp. 127120, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Huiting Jing, Yang Liu 0298, Jinghua Zhao |
Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 14(4), pp. 807, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Rui Ding, Eugene A. Feinberg |
CVaR Optimization for MDPs: Existence and Computation of Optimal Policies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIGMETRICS Perform. Evaluation Rev. ![In: SIGMETRICS Perform. Evaluation Rev. 50(2), pp. 39-41, August 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Stefanny Ramirez, Dario Bauso |
Dynamic coordinated maintenance of wind-farms with risk-averse agents under CVaR criterion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Autom. ![In: Autom. 146, pp. 110568, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Sajjad Fattaheian-Dehkordi, Mehdi Tavakkoli, Ali Abbaspour, Hesam Mazaheri, Mahmud Fotuhi-Firuzabad, Matti Lehtonen |
A Transactive-Based Control Scheme for Minimizing Real-Time Energy Imbalance in a Multiagent Microgrid: A CVaR-Based Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Syst. J. ![In: IEEE Syst. J. 16(3), pp. 4164-4174, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Wei Liu, Li Yang, Bo Yu 0003 |
Kernel density estimation based distributionally robust mean-CVaR portfolio optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Glob. Optim. ![In: J. Glob. Optim. 84(4), pp. 1053-1077, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Li Xia, Peter W. Glynn |
Risk-Sensitive Markov Decision Processes with Long-Run CVaR Criterion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2210.08740, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Yihan Du, Siwei Wang 0002, Longbo Huang |
Risk-Sensitive Reinforcement Learning: Iterated CVaR and the Worst Path. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2206.02678, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Yanhai Li, Jinwen Ou |
Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 297(3), pp. 904-916, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
20 | Fei Luan, Weiguo Zhang, Yongjun Liu |
Robust international portfolio optimization with worst-case mean-CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 303(2), pp. 877-890, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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20 | Stefano Benati, Eduardo Conde |
A relative robust approach on expected returns with bounded CVaR for portfolio selection. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 296(1), pp. 332-352, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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20 | Zheng Wu, Yan Qiao, Shuai Huang, Hsien Chen Liu |
CVaR Prediction Model of the Investment Portfolio Based on the Convolutional Neural Network Facilitates the Risk Management of the Financial Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Glob. Inf. Manag. ![In: J. Glob. Inf. Manag. 30(7), pp. 1-19, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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20 | Debabrata Das, Priyanka Verma, Ajinkya N. Tanksale |
Designing a closed-loop supply chain for reusable packaging materials: A risk-averse two-stage stochastic programming model using CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Ind. Eng. ![In: Comput. Ind. Eng. 167, pp. 108004, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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20 | Chuanning Wei, Michael Fauß, Margaret P. Chapman |
CVaR-based Safety Analysis in the Infinite Time Horizon Setting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACC ![In: American Control Conference, ACC 2022, Atlanta, GA, USA, June 8-10, 2022, pp. 2863-2870, 2022, IEEE, 978-1-6654-5196-3. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
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20 | Chenmien Tan, Paul Weng |
CVaR-Regret Bounds for Multi-armed Bandits. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACML ![In: Asian Conference on Machine Learning, ACML 2022, 12-14 December 2022, Hyderabad, India., pp. 974-989, 2022, PMLR. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP BibTeX RDF |
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20 | Juan Li 0003, Bin Xin 0002, Panos M. Pardalos, Jie Chen 0003 |
Solving bi-objective uncertain stochastic resource allocation problems by the CVaR-based risk measure and decomposition-based multi-objective evolutionary algorithms. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 296(1), pp. 639-666, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Josue Campos do Prado, Ugonna Chikezie |
A Decision Model for an Electricity Retailer With Energy Storage and Virtual Bidding Under Daily and Hourly CVaR Assessment. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 9, pp. 106181-106191, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Kai Zhang, Yuichi Takano, Yuzhu Wang, Akiko Yoshise |
Optimizing the Strategic Decisions for One-Way Station-Based Carsharing Systems: A Mean-CVaR Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 9, pp. 79816-79828, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Elham Mokaramian, Hossein Shayeghi, Farzad Sedaghati, Amin Safari, Hassan Haes Alhelou |
A CVaR-Robust-Based Multi-Objective Optimization Model for Energy Hub Considering Uncertainty and E-Fuel Energy Storage in Energy and Reserve Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 9, pp. 109447-109464, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | S. Davod Hosseini, Manish Verma |
Equitable routing of rail hazardous materials shipments using CVaR methodology. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Oper. Res. ![In: Comput. Oper. Res. 129, pp. 105222, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Kei Nakagawa, Katsuya Ito |
Taming Tail Risk: Regularized Multiple β Worst-Case CVaR Portfolio. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 13(6), pp. 922, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Giorgio Arici, Marco C. Campi, Algo Carè, Marco Dalai, Federico A. Ramponi |
A Theory of the Risk for Empirical CVaR with Application to Portfolio Selection. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Syst. Sci. Complex. ![In: J. Syst. Sci. Complex. 34(5), pp. 1879-1894, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Alessio Trivella, Selvaprabu Nadarajah |
Socially responsible merchant operations: Comparison of shutdown-averse CVaR and anticipated regret policies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 49(4), pp. 553-558, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Najakorn Khajonchotpanya, Yilin Xue, Napat Rujeerapaiboon |
A revised approach for risk-averse multi-armed bandits under CVaR criterion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 49(4), pp. 465-472, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Ken Kobayashi, Yuichi Takano, Kazuhide Nakata |
Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Glob. Optim. ![In: J. Glob. Optim. 81(2), pp. 493-528, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Chuanning Wei, Michael Fauss, Margaret P. Chapman |
CVaR-based Safety Analysis for the Infinite Time Setting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2108.06776, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Lei You 0001, Hui Ma 0007, Tapan Kumar Saha, Gang Liu |
Gaussian Mixture Model Based Distributionally Robust Optimal Power Flow With CVaR Constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2110.13336, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Margaret P. Chapman, Laurent Lessard |
Toward a Scalable Upper Bound for a CVaR-LQ Problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2103.02136, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Runtian Zhai, Chen Dan 0001, Arun Sai Suggala, J. Zico Kolter, Pradeep Ravikumar |
Boosted CVaR Classification. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2110.13948, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Arnav Choudhry, Brady G. Moon, Jay Patrikar, Constantine Samaras, Sebastian A. Scherer |
CVaR-based Flight Energy Risk Assessment for Multirotor UAVs using a Deep Energy Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2105.15189, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Anand Deo, Karthyek Murthy |
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2106.10236, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Jia-Tong Li, Jie Shen, Na Xu |
An Infeasible Incremental Bundle Method for Nonsmooth Optimization Problem Based on CVaR Portfolio. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex. ![In: Complex. 2021, pp. 6640781:1-6640781:8, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Arnav Choudhry, Brady G. Moon, Jay Patrikar, Constantine Samaras, Sebastian A. Scherer |
CVaR-based Flight Energy Risk Assessment for Multirotor UAVs using a Deep Energy Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICRA ![In: IEEE International Conference on Robotics and Automation, ICRA 2021, Xi'an, China, May 30 - June 5, 2021, pp. 262-268, 2021, IEEE, 978-1-7281-9077-8. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Dylan Troop, Fréderic Godin, Jia Yuan Yu |
Bias-corrected peaks-over-threshold estimation of the CVaR. ![Search on Bibsonomy](Pics/bibsonomy.png) |
UAI ![In: Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence, UAI 2021, Virtual Event, 27-30 July 2021, pp. 1809-1818, 2021, AUAI Press. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Anand Deo, Karthyek Murthy |
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Winter Simulation Conference, WSC 2021, Phoenix, AZ, USA, December 12-15, 2021, pp. 1-12, 2021, IEEE, 978-1-6654-3311-2. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
20 | Runtian Zhai, Chen Dan 0001, Arun Sai Suggala, J. Zico Kolter, Pradeep Ravikumar |
Boosted CVaR Classification. ![Search on Bibsonomy](Pics/bibsonomy.png) |
NeurIPS ![In: Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, NeurIPS 2021, December 6-14, 2021, virtual., pp. 21860-21871, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Dorian Baudry, Romain Gautron, Emilie Kaufmann, Odalric Maillard |
Optimal Thompson Sampling strategies for support-aware CVaR bandits. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICML ![In: Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event., pp. 716-726, 2021, PMLR. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
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20 | Qianqiao Liang, Mengying Zhu, Xiaolin Zheng, Yan Wang 0002 |
An Adaptive News-Driven Method for CVaR-sensitive Online Portfolio Selection in Non-Stationary Financial Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IJCAI ![In: Proceedings of the Thirtieth International Joint Conference on Artificial Intelligence, IJCAI 2021, Virtual Event / Montreal, Canada, 19-27 August 2021., pp. 2708-2715, 2021, ijcai.org. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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20 | Luis Alberto Díaz-Trujillo, Luis Fabián Fuentes-Cortés, Fabricio Nápoles-Rivera |
Economic and environmental optimization for a biogas supply Chain: A CVaR approach applied to uncertainty of biomass and biogas demand. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Chem. Eng. ![In: Comput. Chem. Eng. 141, pp. 107018, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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20 | Matt Roveto, Robert Mieth, Yury Dvorkin |
Co-Optimization of VaR and CVaR for Data-Driven Stochastic Demand Response Auction. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Control. Syst. Lett. ![In: IEEE Control. Syst. Lett. 4(4), pp. 940-945, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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20 | Gianfranco Guastaroba, Renata Mansini, Wlodzimierz Ogryczak, M. Grazia Speranza |
Enhanced index tracking with CVaR-based ratio measures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 292(2), pp. 883-931, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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20 | Yuxuan Zhao, Shengyuan Liu, Zhenzhi Lin, Fushuan Wen, Li Yang, Qin Wang |
A Mixed CVaR-Based Stochastic Information Gap Approach for Building Optimal Offering Strategies of a CSP Plant in Electricity Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 8, pp. 85772-85783, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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20 | Mohamadreza Ahmadi, Xiaobin Xiong, Aaron D. Ames |
Risk-Sensitive Path Planning via CVaR Barrier Functions: Application to Bipedal Locomotion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2011.01578, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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20 | Matthew J. Holland, El Mehdi Haress |
Learning with CVaR-based feedback under potentially heavy tails. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2006.02001, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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20 | Ziyi Wang 0001, Oswin So, Keuntaek Lee, Camilo A. Duarte, Evangelos A. Theodorou |
Adaptive CVaR Optimization for Dynamical Systems with Path Space Stochastic Search. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2009.01090, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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20 | Matt Roveto, Robert Mieth, Yury Dvorkin |
Co-Control of VaR and CVaR forData-Driven Stochastic Demand Response Auction. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2003.01786, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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20 | Dorian Baudry, Romain Gautron, Emilie Kaufmann, Odalric-Ambrym Maillard |
Thompson Sampling for CVaR Bandits. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2012.05754, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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20 | Joel Q. L. Chang, Qiuyu Zhu, Vincent Y. F. Tan |
Risk-Constrained Thompson Sampling for CVaR Bandits. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2011.08046, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
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20 | Edward J. Anderson, Huifu Xu, Dali Zhang |
Varying confidence levels for CVaR risk measures and minimax limits. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 180(1), pp. 327-370, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|