|
|
Venues (Conferences, Journals, ...)
|
|
GrowBag graphs for keyword ? (Num. hits/coverage)
Group by:
The graphs summarize 106 occurrences of 65 keywords
|
|
|
Results
Found 548 publication records. Showing 548 according to the selection in the facets
Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
61 | 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 |
55 | 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 |
53 | Kaijian He, Chi Xie, Kin Keung Lai |
Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (1) ![In: Advances in Neural Networks - ISNN 2008, 5th International Symposium on Neural Networks, ISNN 2008, Beijing, China, September 24-28, 2008, Proceedings, Part I, pp. 148-157, 2008, Springer, 978-3-540-87731-8. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Nonlinear ensemble, Support vector regression, Wavelet analysis, Principle component analysis, Value at risk |
52 | 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 |
48 | Kunsoo Han, Robert J. Kauffman, Barrie R. Nault |
Innovator or Owner? Information Sharing, Incomplete Contracts and Governance in Financial Risk Management Systems. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HICSS ![In: 37th Hawaii International Conference on System Sciences (HICSS-37 2004), CD-ROM / Abstracts Proceedings, 5-8 January 2004, Big Island, HI, USA, 2004, IEEE Computer Society, 0-7695-2056-1. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
financial risk management, interorganizational IS, information systems, information sharing, ownership, value-at-risk, Economic theory, incomplete contracts |
46 | Rüdiger Schultz, Stephan Tiedemann |
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 105(2-3), pp. 365-386, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
Mean-risk models, Mixed-integer optimization, Stochastic programming, Conditional value-at-risk |
42 | Honggang Xue, Chengxian Xu, Chunping Hu |
An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAIM ![In: Algorithmic Applications in Management, First International Conference, AAIM 2005, Xian, China, June 22-25, 2005, Proceedings, pp. 381-391, 2005, Springer, 3-540-26224-5. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
principal factor analysis, multicollinearity, principal component analysis, value at risk |
36 | Stephen D. Kleban, Scott H. Clearwater |
Computation-at-Risk: Assessing Job Portfolio Management Risk on Clusters. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IPDPS ![In: 18th International Parallel and Distributed Processing Symposium (IPDPS 2004), CD-ROM / Abstracts Proceedings, 26-30 April 2004, Santa Fe, New Mexico, USA, 2004, IEEE Computer Society, 0-7695-2132-0. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
|
36 | R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin |
Generalized deviations in risk analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(1), pp. 51-74, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
deviation measures, coherent risk measures, Risk management, portfolio optimization, value-at-risk, convex analysis, conditional value-at-risk |
35 | Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin |
Variance reduction techniques for value-at-risk with heavy-tailed risk factors. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 32nd conference on Winter simulation, WSC 2000, Wyndham Palace Resort & Spa, Orlando, FL, USA, December 10-13, 2000, pp. 604-609, 2000, WSC, 0-7803-6582-8. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
|
35 | Gonul Uludag, Sima Uyar, Kerem Senel, Hasan Dag |
Comparison of Evolutionary Techniques for Value-at-Risk Calculation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
EvoWorkshops ![In: Applications of Evolutinary Computing, EvoWorkshops 2007: EvoCoMnet, EvoFIN, EvoIASP,EvoINTERACTION, EvoMUSART, EvoSTOC and EvoTransLog, Valencia, Spain, April11-13, 2007, Proceedings., pp. 218-227, 2007, Springer, 978-3-540-71804-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
t-distribution, Genetic Algorithm, Evolutionary Algorithm, Maximum Likelihood Estimation, Monte Carlo Simulation, Evolutionary Strategies, Value-at-Risk |
33 | Sona Kilianová, Georg Ch. Pflug |
Optimal pension fund management under multi-period risk minimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 166(1), pp. 261-270, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Pension plan, Large-scale linear programming, Multi-period risk measure, Average value-at-risk |
33 | Wolfram Wiesemann, Ronald Hochreiter, Daniel Kuhn 0001 |
A Stochastic Programming Approach for QoS-Aware Service Composition. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CCGRID ![In: 8th IEEE International Symposium on Cluster Computing and the Grid (CCGrid 2008), 19-22 May 2008, Lyon, France, pp. 226-233, 2008, IEEE Computer Society, 978-0-7695-3156-4. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Average Value-at-Risk, Quality of Service, Web Service Composition, Stochastic Programming |
33 | Ronald Hochreiter, Georg Ch. Pflug, David Wozabal |
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
System Modelling and Optimization ![In: System Modeling and Optimization, Proceedings of the 22nd IFIP TC7 Conference held from July 18-22, 2005, in Turin, Italy, pp. 219-226, 2005, Springer, 0-387-32774-6. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
Energy Markets, Optimal Electricity Portfolios, Average Value-at-Risk, Stochastic Optimization, Scenario Generation |
32 | 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 |
|
32 | Gordana Dmitrasinovic-Vidovic, Antony Ware |
Asymptotic behaviour of mean-quantile efficient portfolios. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 10(4), pp. 529-551, 2006. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
JEL Classification G11, C61 |
30 | Hsio-Yi Lin, An-Pin Chen |
Application of dynamic financial time-series prediction on the interval Artificial Neural Network approach with Value-at-Risk model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IJCNN ![In: Proceedings of the International Joint Conference on Neural Networks, IJCNN 2008, part of the IEEE World Congress on Computational Intelligence, WCCI 2008, Hong Kong, China, June 1-6, 2008, pp. 3918-3925, 2008, IEEE, 978-1-4244-1820-6. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
30 | 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 |
|
30 | 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 |
30 | He Qi-zhi |
Risk Measure of Shibor Based on VAR and EGARCH. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CSSE (5) ![In: International Conference on Computer Science and Software Engineering, CSSE 2008, Volume 5: E-learning and Knowledge Management / Socially Informed and Instructinal Design / Learning Systems Platforms and Architectures / Modeling and Representation / Other Applications , December 12-14, 2008, Wuhan, China, pp. 1333-1336, 2008, IEEE Computer Society. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
29 | Jin Peng, Shengguo Li |
Analysis of Different Versions of the Credibilistic Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSKD (6) ![In: Sixth International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2009, Tianjin, China, 14-16 August 2009, 6 Volumes, pp. 96-100, 2009, IEEE Computer Society, 978-0-7695-3735-1. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
fuzzy risk analysis, credibilistic value at risk, fuzzy simulation, fuzzy variable, credibility theory |
29 | Kaijian He, Chi Xie, Kin Keung Lai |
Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICCS (2) ![In: Computational Science - ICCS 2008, 8th International Conference, Kraków, Poland, June 23-25, 2008, Proceedings, Part II, pp. 494-503, 2008, Springer, 978-3-540-69386-4. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Real Estate Market, ARMA-GARCH Model, Wavelet Analysis, Value at Risk |
29 | Rui Jorge Almeida, Uzay Kaymak |
Value-at-Risk Estimation with Fuzzy Histograms. ![Search on Bibsonomy](Pics/bibsonomy.png) |
HIS ![In: 8th International Conference on Hybrid Intelligent Systems (HIS 2008), September 10-12, 2008, Barcelona, Spain, pp. 192-197, 2008, IEEE Computer Society, 978-0-7695-3326-1. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Fuzzy Histograms, Back Testing, Risk Assessment, Value-at-Risk |
28 | 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 |
27 | Zhi Huang, Perwez Shahabuddin |
New simulation methodology for risk analysis: rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk. ![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. 276-284, 2003, IEEE Computer Society, 0-7803-8132-7. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
26 | Lampros Kalyvas, Nikolaos Dritsakis, Costas Siriopoulos, Chris Grose |
Selecting Value-at-Risk methods according to their hidden characteristics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 4(2), pp. 167-189, 2004. The full citation details ...](Pics/full.jpeg) |
2004 |
DBLP DOI BibTeX RDF |
Traditional VaR methods, Historical Simulation, Basel Committee, Back Testing |
26 | 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 |
25 | Zhen Cao, Zhi Guan, Zhong Chen 0001, Jian-bin Hu, Liyong Tang |
An Economical Model for the Risk Evaluation of DoS Vulnerabilities in Cryptography Protocols. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISPEC ![In: Information Security Practice and Experience, Third International Conference, ISPEC 2007, Hong Kong, China, May 7-9, 2007, Proceedings, pp. 129-144, 2007, Springer, 978-3-540-72159-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
24 | Richard Gerlach, Cathy W. S. Chen |
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Stat. Comput. ![In: Stat. Comput. 18(4), pp. 391-408, 2008. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Mixture normal, Posterior model probability, Asymmetric volatility model, Smooth transition, Value-at-Risk, Markov chain Monte Carlo method |
24 | Nilay Noyan, Andrzej Ruszczynski |
Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 114(2), pp. 249-275, 2008. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
Disjunctive cuts, Stochastic programming, Valid inequalities, Conditional value at risk, Stochastic dominance |
24 | Ben De Prisco, Ian Iscoe, Alexander Y. Kreinin, Ahmed Nagi |
A semi-analytical method for VaR and credit exposure analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 152(1), pp. 23-47, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Portfolio distribution, Credit exposure, Portfolio compression, Large deviations, Value-at-Risk |
24 | Matthew Dixon, Jike Chong, Kurt Keutzer |
Acceleration of market value-at-risk estimation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SC-WHPCF ![In: Proceedings of the 2nd Workshop on High Performance Computational Finance, WHPCF 2009, November 15, 2009, Portland, Oregon, USA, 2009, ACM, 978-1-60558-716-5. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
23 | Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku |
Coherent multiperiod risk adjusted values and Bellman's principle. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 152(1), pp. 5-22, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Bellman’s principle, Capital requirement, Risk-adjusted values, Stability by pasting, Time consistency, Coherence |
22 | Marc Rigter, Paul Duckworth, Bruno Lacerda, Nick Hawes |
Lexicographic Optimisation of Conditional Value at Risk and Expected Value for Risk-Averse Planning in MDPs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2110.12746, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
22 | Rashed Khanjani Shiraz, Madjid Tavana, Hirofumi Fukuyama |
A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 24(22), pp. 17167-17186, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
22 | Adam J. Hepworth, Michael P. Atkinson, Roberto Szechtman |
A sequential elimination approach to value-at-risk and conditional value-at-risk selection. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: 2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017, pp. 2324-2335, 2017, IEEE, 978-1-5386-3428-8. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
22 | Michael Benguigui |
Valorisation d'options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène. (American option pricing and computation of the portfolio Value at risk on heterogeneous GPU-CPU cluster). ![Search on Bibsonomy](Pics/bibsonomy.png) |
|
2015 |
RDF |
|
22 | L. Jeff Hong, Zhaolin Hu, Liwei Zhang |
Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo. ![Search on Bibsonomy](Pics/bibsonomy.png) |
INFORMS J. Comput. ![In: INFORMS J. Comput. 26(2), pp. 385-400, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
22 | L. Jeff Hong, Zhaolin Hu, Guangwu Liu |
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACM Trans. Model. Comput. Simul. ![In: ACM Trans. Model. Comput. Simul. 24(4), pp. 22:1-22:37, 2014. The full citation details ...](Pics/full.jpeg) |
2014 |
DBLP DOI BibTeX RDF |
|
22 | So Yeon Chun, Alexander Shapiro 0001, Stan Uryasev |
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 60(4), pp. 739-756, 2012. The full citation details ...](Pics/full.jpeg) |
2012 |
DBLP DOI BibTeX RDF |
|
22 | Rainer Göb |
Estimating value at risk and conditional value at risk for count variables. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Qual. Reliab. Eng. Int. ![In: Qual. Reliab. Eng. Int. 27(5), pp. 659-672, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
22 | L. Jeff Hong, Guangwu Liu |
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Winter Simulation Conference 2011, WSC'11, Phoenix, AZ, USA, December 11-14, 2011, pp. 95-107, 2011, IEEE, 978-1-4577-2108-3. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
22 | Lihua Sun, L. Jeff Hong |
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Lett. ![In: Oper. Res. Lett. 38(4), pp. 246-251, 2010. The full citation details ...](Pics/full.jpeg) |
2010 |
DBLP DOI BibTeX RDF |
|
22 | Lihua Sun, L. Jeff Hong |
A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009, pp. 415-422, 2009, IEEE, 978-1-4244-5770-0. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
22 | Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral |
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 94, pp. 183-204, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
22 | Monica Tirea, Viorel Negru |
Managing Risk Behavior on an Evolutionary Market - A Risk Limits and Value-at-Risk Measures Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SYNASC ![In: 15th International Symposium on Symbolic and Numeric Algorithms for Scientific Computing, SYNASC 2013, Timisoara, Romania, September 23-26, 2013, pp. 543-550, 2013, IEEE Computer Society, 978-1-4799-3035-7. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
22 | 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 |
22 | Soumyadip Ghosh |
A rate result for simulation optimization with conditional value-at-risk constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008, pp. 615-620, 2008, WSC, 978-1-4244-2708-6. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
21 | Soumyadip Ghosh, Sandeep Juneja 0001 |
Computing worst-case tail probabilities in credit risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006, pp. 246-254, 2006, IEEE Computer Society, 1-4244-0501-7. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
19 | Ronald Hochreiter |
Evolutionary Stochastic Portfolio Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Natural Computing in Computational Finance ![In: Natural Computing in Computational Finance, pp. 67-87, 2008, Springer, 978-3-540-77476-1. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
|
19 | Jörn Dunkel, Stefan Weber 0005 |
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007, pp. 958-966, 2007, WSC, 1-4244-1306-0. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
19 | Hai Lan, Barry L. Nelson, Jeremy Staum |
A confidence interval for tail conditional expectation via two-level simulation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the Winter Simulation Conference, WSC 2007, Washington, DC, USA, December 9-12, 2007, pp. 949-957, 2007, WSC, 1-4244-1306-0. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
19 | Dashan Huang, Baimin Yu, Lean Yu, Frank J. Fabozzi, Masao Fukushima |
An Improved CAViaR Model for Oil Price Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (3) ![In: Computational Science - ICCS 2007, 7th International Conference, Beijing, China, May 27 - 30, 2007, Proceedings, Part III, pp. 937-944, 2007, Springer, 978-3-540-72587-9. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
CAViaR, oil price risk, exponentially weighted moving average |
19 | Michael B. Gordy, Sandeep Juneja 0001 |
Efficient simulation for risk measurement in portfolio of CDOS. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Proceedings of the Winter Simulation Conference WSC 2006, Monterey, California, USA, December 3-6, 2006, pp. 749-756, 2006, IEEE Computer Society, 1-4244-0501-7. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
19 | 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 |
|
18 | Yuri M. Ermoliev |
Two-Stage Stochastic Programming: Quasigradient Method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Encyclopedia of Optimization ![In: Encyclopedia of Optimization, Second Edition, pp. 3955-3959, 2009, Springer, 978-0-387-74758-3. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Two-stage stochastic programming problem, Dynamic two-stage stochastic programming problem, Safety constraints, Anticipation, Stochastic decomposition, Conditional-value-at-risk, Learning and adaptation |
18 | Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza |
Moment based approaches to value the risk of contingent claim portfolios. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 165(1), pp. 97-121, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Contingent claims, Delta-gamma approximation, Distributional moments, Asymmetry, Value at Risk, Heavy tails |
18 | Vladimir Boginski, Clayton W. Commander, Timofey Turko |
Polynomial-time identification of robust network flows under uncertain arc failures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Optim. Lett. ![In: Optim. Lett. 3(3), pp. 461-473, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Minimum Cost Flow problems, Quantitative risk measures, Linear programming, Network flows, Robust optimization, Conditional Value-at-Risk |
18 | Kaijian He, Kin Keung Lai, Sy-Ming Guu, Jinlong Zhang |
A Wavelet Based Multi Scale VaR Model for Agricultural Market. ![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. 429-438, 2008, Springer, 978-3-540-87476-8. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
financial, wavelets and fractals, risk management, time series analysis, Value at Risk |
18 | Jason Cong, John Lee 0002, Lieven Vandenberghe |
Robust gate sizing via mean excess delay minimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISPD ![In: Proceedings of the 2008 International Symposium on Physical Design, ISPD 2008, Portland, Oregon, USA, April 13-16, 2008, pp. 10-14, 2008, ACM, 978-1-60558-048-7. The full citation details ...](Pics/full.jpeg) |
2008 |
DBLP DOI BibTeX RDF |
robust gate sizing, process variation, geometric programming, conditional value-at-risk |
18 | Turan G. Bali, Panayiotis Theodossiou |
A conditional-SGT-VaR approach with alternative GARCH models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 151(1), pp. 241-267, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
GARCH models, Skewed generalized t distribution, Expected shortfall, Conditional value at risk |
18 | Kin Keung Lai, Kaijian He, Jerome Yen |
Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN. ![Search on Bibsonomy](Pics/bibsonomy.png) |
International Conference on Computational Science (1) ![In: Computational Science - ICCS 2007, 7th International Conference Beijing, China, May 27-30, 2007, Proceedings, Part I, pp. 554-561, 2007, Springer, 978-3-540-72583-1. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
Nonlinear Ensemble Algorithm, Artificial Neural Network, Wavelet Analysis, Value at Risk |
18 | Ingo Oesterreicher, Andreas Mitschele, Frank Schlottmann, Detlef Seese |
Comparison of multi-objective evolutionary algorithms in optimizing combinations of reinsurance contracts. ![Search on Bibsonomy](Pics/bibsonomy.png) |
GECCO ![In: Genetic and Evolutionary Computation Conference, GECCO 2006, Proceedings, Seattle, Washington, USA, July 8-12, 2006, pp. 747-748, 2006, ACM, 1-59593-186-4. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
mean-variance-criterion, optimal reinsurance, multi-objective evolutionary algorithm, value-at-risk |
17 | Yan-Kui Liu, Zhi-Qiang Liu, Ying Liu 0016 |
Fuzzy Optimization Problems with Critical Value-at-Risk Criteria. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2007, 4th International Symposium on Neural Networks, ISNN 2007, Nanjing, China, June 3-7, 2007, Proceedings, Part II, pp. 267-274, 2007, Springer, 978-3-540-72392-9. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
17 | Virgilijus Sakalauskas, Dalia Kriksciuniene |
Evaluation of Value-at-Risk for short term investment by using Cornish-Fisher expansion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISDA (1) ![In: Proceedings of the Sixth International Conference on Intelligent Systems Design and Applications (ISDA 2006), October 16-18, 2006, Jinan, China, pp. 599-604, 2006, IEEE Computer Society, 0-7695-2528-8. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
17 | Xiaodao Wu, Yanfeng Sun, Yanchun Liang 0001 |
A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WINE ![In: Internet and Network Economics, First International Workshop, WINE 2005, Hong Kong, China, December 15-17, 2005, Proceedings, pp. 1094-1102, 2005, Springer, 3-540-30900-4. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
17 | Rania Jammazi, Duc Khuong Nguyen |
Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Oper. Res. Soc. ![In: J. Oper. Res. Soc. 68(11), pp. 1352-1362, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
17 | Julia Schaumburg |
Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. Data Anal. ![In: Comput. Stat. Data Anal. 56(12), pp. 4081-4096, 2012. The full citation details ...](Pics/full.jpeg) |
2012 |
DBLP DOI BibTeX RDF |
|
17 | Ping-Chen Lin, Po-Chang Ko |
Portfolio value-at-risk forecasting with GA-based extreme value theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 36(2), pp. 2503-2512, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
16 | Lifen Jia |
A New Coherent Risk Measure of Entropic Value at Risk for Uncertain Systems. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Uncertain Syst. ![In: J. Uncertain Syst. 17(1), pp. 2350013:1-2350013:15, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
16 | Abroon Qazi, Mecit Can Emre Simsekler, Steven Formaneck |
Supply chain risk network value at risk assessment using Bayesian belief networks and Monte Carlo simulation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 322(1), pp. 241-272, March 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Liao Wang, David D. Yao |
Production Planning with Risk Hedging Under a Conditional Value at Risk Objective. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 71(4), pp. 1055-1072, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Margaret P. Chapman, Michael Fauß, Kevin M. Smith |
On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 68(6), pp. 3720-3727, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Masako Kishida, Masaaki Nagahara |
Risk-Aware Maximum Hands-Off Control Using Worst-Case Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 68(10), pp. 6353-6360, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Masako Kishida, Ahmet Cetinkaya |
Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 68(1), pp. 416-423, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Kevin M. Smith, Margaret P. Chapman |
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Control. Syst. Technol. ![In: IEEE Trans. Control. Syst. Technol. 31(6), pp. 2555-2570, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr |
Bi-objective risk-averse facility location using a subset-based representation of the conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2302.06511, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Chien-Shuo Wu, Shiou-Chi Li, Jen-Wei Huang |
Predicting Value-at-Risk with Risk-aware Mutual Attention Mechanism. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICDM (Workshops) ![In: IEEE International Conference on Data Mining, ICDM 2023 - Workshops, Shanghai, China, December 4, 2023, pp. 485-489, 2023, IEEE, 979-8-3503-8164-1. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras |
Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICRA ![In: IEEE International Conference on Robotics and Automation, ICRA 2023, London, UK, May 29 - June 2, 2023, pp. 7937-7943, 2023, IEEE, 979-8-3503-2365-8. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Andre Nuñez, Felix H. Kong, Alberto González-Cantos, Robert Fitch |
Risk-Aware Stochastic Ship Routing Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IROS ![In: IROS, pp. 10543-10550, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | Xuru Yang, Han Gao, Pingping Zhu, Chang Liu |
Risk-Aware Motion Planning for Very-Large-Scale Robotics Systems Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIRA (7) ![In: Intelligent Robotics and Applications - 16th International Conference, ICIRA 2023, Hangzhou, China, July 5-7, 2023, Proceedings, Part VII, pp. 513-525, 2023, Springer, 978-981-99-6497-0. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
16 | José Almeida 0002, João P. Soares, Fernando Lezama, Zita A. Vale |
Robust Energy Resource Management Incorporating Risk Analysis Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 10, pp. 16063-16077, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
16 | Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani |
Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 202, pp. 500-525, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
16 | Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin |
Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Autom. Control. ![In: IEEE Trans. Autom. Control. 67(12), pp. 6521-6536, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
16 | Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras |
Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2209.12842, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
16 | Masako Kishida |
Risk-Aware Event- and Self-Triggered Controls by Worst-Case Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CDC ![In: 61st IEEE Conference on Decision and Control, CDC 2022, Cancun, Mexico, December 6-9, 2022, pp. 2961-2966, 2022, IEEE, 978-1-6654-6761-2. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
16 | Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr |
Bi-objective Risk-averse Facility Location using a Subset-based Representation of the Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICORES ![In: Proceedings of the 11th International Conference on Operations Research and Enterprise Systems, ICORES 2022, Online Streaming, February 3-5, 2022., pp. 77-85, 2022, SCITEPRESS, 978-989-758-548-7. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
16 | Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada |
On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 9, pp. 122474-122485, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
16 | Dilan Ahmed, Fazlollah Soleymani, Malik Zaka Ullah, Hataw Hasan |
Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 402, pp. 126129, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
16 | Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin |
Risk-sensitive safety analysis using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2101.12086, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
16 | Kevin M. Smith, Margaret P. Chapman |
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2108.01771, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
16 | Anushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick |
Risk-Sensitive Motion Planning using Entropic Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ECC ![In: 2021 European Control Conference, ECC 2021, Virtual Event / Delft, The Netherlands, June 29 - July 2, 2021, pp. 1726-1732, 2021, IEEE, 978-9-4638-4236-5. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
16 | Vijaya Dixit, Manoj Kumar Tiwari |
Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 285(1), pp. 9-33, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Anushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick |
Risk-Sensitive Motion Planning using Entropic Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2011.11211, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
|
16 | Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani |
Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2011.06742, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP BibTeX RDF |
|
16 | A. Yu. Golubin, V. N. Gridin |
Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Autom. Remote. Control. ![In: Autom. Remote. Control. 81(9), pp. 1679-1691, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | E. Ruben van Beesten, Ward Romeijnders |
Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 181(2), pp. 473-507, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Liu Su, Changhyun Kwon |
Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Transp. Sci. ![In: Transp. Sci. 54(1), pp. 184-203, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Guangli Yang, Chao Wang, Wenmin Kuang |
Debt Risk Research on PPP Model Based on VAR (Value at Risk) Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SimuTools (1) ![In: Simulation Tools and Techniques - 12th EAI International Conference, SIMUtools 2020, Guiyang, China, August 28-29, 2020, Proceedings, Part I, pp. 105-116, 2020, Springer, 978-3-030-72791-8. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
16 | Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie 0004 |
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Ann. Oper. Res. ![In: Ann. Oper. Res. 281(1-2), pp. 373-395, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
Displaying result #1 - #100 of 548 (100 per page; Change: ) Pages: [ 1][ 2][ 3][ 4][ 5][ 6][ >>] |
|