|
|
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 |
16 | Ujjwal Murarka, Vishakha Sinha, Lakshman S. Thakur, Manoj Kumar Tiwari |
Multiple criteria risk averse model for multi-product newsvendor problem using conditional value at risk constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Inf. Sci. ![In: Inf. Sci. 478, pp. 595-605, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Panos Kouvelis, Rong Li |
Integrated Risk Management for Newsvendors with Value-at-Risk Constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manuf. Serv. Oper. Manag. ![In: Manuf. Serv. Oper. Manag. 21(4), pp. 816-832, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Ravi Kumar Kolla, Prashanth L. A., Krishna P. Jagannathan |
Risk-aware Multi-armed Bandits Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1901.00997, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | |
Risk-sensitive safety specifications for stochastic systems using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1909.09703, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
16 | Petra Ristau |
Implementing Value-at-Risk and Expected Shortfall for Real Time Risk Monitoring. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DATA ![In: Proceedings of the 8th International Conference on Data Science, Technology and Applications, DATA 2019, Prague, Czech Republic, July 26-28, 2019., pp. 459-464, 2019, SciTePress, 978-989-758-377-3. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
16 | Noureddine Lehdili, Arshia Givi |
Efficient computation of Value-at-Risk and Expected Shortfall in large and heterogeneous credit portfolios: application to Default Risk Charge. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Risk Decis. Anal. ![In: Risk Decis. Anal. 7(3-4), pp. 91-105, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Alejandro Peña, Isis Bonet, Christian Lochmuller, Francisco Chiclana, Mario Gongora 0001 |
Flexible inverse adaptive fuzzy inference model to identify the evolution of operational value at risk for improving operational risk management. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Soft Comput. ![In: Appl. Soft Comput. 65, pp. 614-631, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Alejandro Peña, Isis Bonet, Christian Lochmuller, Héctor Alejandro Patiño, Francisco Chiclana, Mario Gongora 0001 |
A fuzzy credibility model to estimate the Operational Value at Risk using internal and external data of risk events. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Knowl. Based Syst. ![In: Knowl. Based Syst. 159, pp. 98-109, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | I. Ilkay Boduroglu |
Portfolio Optimization via a Surrogate Risk Measure: Conditional Desirability Value at Risk (CDVaR). ![Search on Bibsonomy](Pics/bibsonomy.png) |
LION ![In: Learning and Intelligent Optimization - 12th International Conference, LION 12, Kalamata, Greece, June 10-15, 2018, Revised Selected Papers, pp. 257-270, 2018, Springer, 978-3-030-05347-5. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Wen Song, Donghun Kang, Jie Zhang 0002, Hui Xi |
Risk-Aware Proactive Scheduling via Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAAI ![In: Proceedings of the Thirty-Second AAAI Conference on Artificial Intelligence, (AAAI-18), the 30th innovative Applications of Artificial Intelligence (IAAI-18), and the 8th AAAI Symposium on Educational Advances in Artificial Intelligence (EAAI-18), New Orleans, Louisiana, USA, February 2-7, 2018, pp. 6278-6285, 2018, AAAI Press. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Sabyasachi Guharay, KC Chang, Jie Xu 0004 |
Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FUSION ![In: 21st International Conference on Information Fusion, FUSION 2018, Cambridge, UK, July 10-13, 2018, pp. 2330-2337, 2018, IEEE, 978-0-9964527-6-2. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
16 | Yuhan Liu, Dan A. Ralescu |
Value-at-risk in uncertain random risk analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Inf. Sci. ![In: Inf. Sci. 391, pp. 1-8, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Huei-Wen Teng |
A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: 2017 Winter Simulation Conference, WSC 2017, Las Vegas, NV, USA, December 3-6, 2017, pp. 469-480, 2017, IEEE, 978-1-5386-3428-8. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
|
16 | Drew P. Kouri, Thomas M. Surowiec |
Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Optim. ![In: SIAM J. Optim. 26(1), pp. 365-396, 2016. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
16 | Stefano Carpin, Yinlam Chow, Marco Pavone 0001 |
Risk aversion in finite Markov Decision Processes using total cost criteria and average value at risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICRA ![In: 2016 IEEE International Conference on Robotics and Automation, ICRA 2016, Stockholm, Sweden, May 16-21, 2016, pp. 335-342, 2016, IEEE, 978-1-4673-8026-3. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
16 | Oscar González Rojas, Sebastián Lesmes |
Value at Risk Within Business Processes: An Automated IT Risk Governance Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
BPM ![In: Business Process Management - 14th International Conference, BPM 2016, Rio de Janeiro, Brazil, September 18-22, 2016. Proceedings, pp. 365-380, 2016, Springer, 978-3-319-45347-7. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
16 | Meijia Wang, Peng Zhang 0002, Dawei Song 0001, Jun Wang 0012 |
Value at Risk for Risk Evaluation in Information Retrieval. ![Search on Bibsonomy](Pics/bibsonomy.png) |
NLPCC/ICCPOL ![In: Natural Language Understanding and Intelligent Applications - 5th CCF Conference on Natural Language Processing and Chinese Computing, NLPCC 2016, and 24th International Conference on Computer Processing of Oriental Languages, ICCPOL 2016, Kunming, China, December 2-6, 2016, Proceedings, pp. 631-638, 2016, Springer, 978-3-319-50495-7. The full citation details ...](Pics/full.jpeg) |
2016 |
DBLP DOI BibTeX RDF |
|
16 | Davi Baccan, Elton Sbruzzi, Luís Macedo |
On the Cognitive Surprise in Risk Management: An Analysis of the Value-at-Risk (VaR) Historical. ![Search on Bibsonomy](Pics/bibsonomy.png) |
EPIA ![In: Progress in Artificial Intelligence - 17th Portuguese Conference on Artificial Intelligence, EPIA 2015, Coimbra, Portugal, September 8-11, 2015. Proceedings, pp. 402-413, 2015, Springer, 978-3-319-23484-7. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
16 | Parth Shah, Navindran Davendralingam, Daniel A. DeLaurentis |
A conditional value-at-risk approach to risk management in system-of-systems architectures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SoSE ![In: 10th System of Systems Engineering Conference, SoSE 2015, San Antonio, TX, USA, May 17-20, 2015, pp. 457-462, 2015, IEEE, 978-1-4799-7611-9. The full citation details ...](Pics/full.jpeg) |
2015 |
DBLP DOI BibTeX RDF |
|
16 | Chung-Chi Hsieh, Yu-Ting Lu |
Risk-embedded Bayesian acceptance sampling plans via conditional value-at-risk with Type II censoring. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Ind. Eng. ![In: Comput. Ind. Eng. 65(4), pp. 551-560, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
16 | Amir Ahmadi-Javid |
Addendum to: Entropic Value-at-Risk: A New Coherent Risk Measure. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Optim. Theory Appl. ![In: J. Optim. Theory Appl. 155(3), pp. 1124-1128, 2012. The full citation details ...](Pics/full.jpeg) |
2012 |
DBLP DOI BibTeX RDF |
|
16 | Amir Ahmadi-Javid |
Entropic Value-at-Risk: A New Coherent Risk Measure. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Optim. Theory Appl. ![In: J. Optim. Theory Appl. 155(3), pp. 1105-1123, 2012. The full citation details ...](Pics/full.jpeg) |
2012 |
DBLP DOI BibTeX RDF |
|
16 | Cheng-Der Fuh, Inchi Hu, Ya-Hui Hsu, Ren-Her Wang |
Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. ![In: Oper. Res. 59(6), pp. 1395-1406, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
16 | Zhaoyang Lu |
Modeling the yearly Value-at-Risk for operational risk in Chinese commercial banks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 82(4), pp. 604-616, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
16 | Michael McAleer, Bernardo da Veiga, Suhejla Hoti |
Value-at-Risk for country risk ratings. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 81(7), pp. 1454-1463, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
16 | Loretta Mastroeni, Maurizio Naldi |
Compensation Policies and Risk in Service Level Agreements: A Value-at-Risk Approach under the ON-OFF Service Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICQT ![In: Economics of Converged, Internet-Based Networks - 7th International Workshop on Internet Charging and QoS Technologies, ICQT 2011, Paris, France, October 24, 2011. Proceedings, pp. 2-13, 2011, Springer, 978-3-642-24546-6. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP DOI BibTeX RDF |
|
16 | Martin Sutter, Michael Schermann, Stefan Hoermann 0003, Helmut Krcmar |
Calculating the conditional value at risk in IS projects: towards a single measure of project risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ECIS ![In: 19th European Conference on Information Systems, ECIS 2011, Helsinki, Finland, June 9-11, 2011, pp. 167, 2011. The full citation details ...](Pics/full.jpeg) |
2011 |
DBLP BibTeX RDF |
|
16 | Jin Peng |
Average Value at Risk in Fuzzy Risk Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICFIE ![In: Fuzzy Information and Engineering, Volume [Proceedings of the Third International Conference on Fuzzy Information and Engineering, ICFIE 2009, Chongqing, China, September 26-29, 2009], pp. 1303-1313, 2009, 978-3-642-03663-7. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
|
16 | Hisashi Kashima |
Risk-Sensitive Learning via Minimization of Empirical Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEICE Trans. Inf. Syst. ![In: IEICE Trans. Inf. Syst. 90-D(12), pp. 2043-2052, 2007. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
16 | Pavlo A. Krokhmal, Stan Uryasev, Grigoriy Zrazhevsky |
29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Applications of Stochastic Programming ![In: Applications of Stochastic Programming, pp. 609-631, 2005, SIAM, 978-0-89871-555-2. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
16 | Matt Davison 0001 |
Review of risk management: value at risk and beyond, edited by M.A.H. Dempster. Cambridge University Press 2002. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIGSAM Bull. ![In: SIGSAM Bull. 37(1), pp. 28-29, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP DOI BibTeX RDF |
|
16 | Jules Sadefo Kamdem |
Value-at-Risk and Expected Shortfall for Quadratic portfolio of securities with mixture of elliptic Distributed Risk Factors ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR cs.CE/0310043, 2003. The full citation details ...](Pics/full.jpeg) |
2003 |
DBLP BibTeX RDF |
|
16 | Fredrik Andersson, Helmut Mausser, Dan Rosen, Stanislav Uryasev |
Credit risk optimization with Conditional Value-at-Risk criterion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 89(2), pp. 273-291, 2001. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
|
16 | Darrell Duffie, Jun Pan |
Analytical value-at-risk with jumps and credit risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 5(2), pp. 155-180, 2001. The full citation details ...](Pics/full.jpeg) |
2001 |
DBLP DOI BibTeX RDF |
|
16 | Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin |
Value-at-risk with heavy-tailed risk factors. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CIFEr ![In: Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, CIFEr 2000, New York City, USA, March 28, 2000, pp. 58-61, 2000, IEEE, 0-7803-6429-5. The full citation details ...](Pics/full.jpeg) |
2000 |
DBLP DOI BibTeX RDF |
|
16 | Renato Carandang |
Derivative portfolio risk management using a value-at-risk framework. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CIFEr ![In: Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, CIFEr 1997, New York City, USA, March 24-25, 1997, pp. 260-265, 1997, IEEE, 0-7803-4133-3. The full citation details ...](Pics/full.jpeg) |
1997 |
DBLP DOI BibTeX RDF |
|
15 | H. Chen, Louis-François Pau |
Individual Tariffs for Mobile Services: Analysis of Operator Business and Risk Consequences. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICMB ![In: International Conference on Mobile Business (ICMB 2007), July 9-11, 2007, Toronto, Ontario, Canada, pp. 17, 2007, IEEE Computer Society, 0-7695-2803-1. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
15 | Hyoseok Lee, Jaewook Lee 0001, Younggui Yoon, Sooyoung Kim |
Coherent Risk Measure Using Feedfoward Neural Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISNN (2) ![In: Advances in Neural Networks - ISNN 2005, Second International Symposium on Neural Networks, Chongqing, China, May 30 - June 1, 2005, Proceedings, Part II, pp. 904-909, 2005, Springer, 3-540-25913-9. The full citation details ...](Pics/full.jpeg) |
2005 |
DBLP DOI BibTeX RDF |
|
13 | Huifu Xu, Dali Zhang |
Smooth sample average approximation of stationary points in nonsmooth stochastic optimization and applications. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Program. ![In: Math. Program. 119(2), pp. 371-401, 2009. The full citation details ...](Pics/full.jpeg) |
2009 |
DBLP DOI BibTeX RDF |
Mathematics Subject Classification (2000) 90C15, 65K05, 91B28 |
13 | Kin Keung Lai, Kaijian He, Chi Xie, Shou Chen |
Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IJCNN ![In: Proceedings of the International Joint Conference on Neural Networks, IJCNN 2006, part of the IEEE World Congress on Computational Intelligence, WCCI 2006, Vancouver, BC, Canada, 16-21 July 2006, pp. 2129-2136, 2006, IEEE, 0-7803-9490-9. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
11 | Lei Liu, Marcello Urgo |
A branch-and-bound approach to minimise the value-at-risk of the makespan in a stochastic two-machine flow shop. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 62(6), pp. 2107-2123, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Sevde Bilal, Yusuf Tansel Iç |
How COVID-19 pandemic influenced the countries? A value at risk based fuzzy TOPSIS approach using IF-THEN rules. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Ambient Intell. Humaniz. Comput. ![In: J. Ambient Intell. Humaniz. Comput. 15(1), pp. 641-660, January 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Ashish Cherukuri |
Sample average approximation of conditional value-at-risk based variational inequalities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Optim. Lett. ![In: Optim. Lett. 18(2), pp. 471-496, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Chia-Yen Lee, Yen-Wen Chen |
Reinforcement Learning With Data Envelopment Analysis and Conditional Value-At-Risk for the Capacity Expansion Problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Engineering Management ![In: IEEE Trans. Engineering Management 71, pp. 6469-6480, 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Xiaoyu Liu, Xing Yan, Kun Zhang 0036 |
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 312(3), pp. 1168-1177, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Congzheng Liu, Wenqi Zhu |
Newsvendor conditional value-at-risk minimisation: A feature-based approach under adaptive data selection. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 313(2), pp. 548-564, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Cosimo Munari, Justin Plückebaum, Stefan Weber |
Robust Portfolio Selection under Recovery Average Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 15(1), pp. 295-314, March 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Sepideh Taghikhani, Fahimeh Baroughi 0001, Behrooz Alizadeh |
Mean-variance value at risk criterion for solving a p-median location problem on networks with type-2 intuitionistic fuzzy weights. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 437, pp. 115481, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Zhao-Rong Lai, Cheng Li, Xiaotian Wu, Quanlong Guan, Liangda Fang |
Multitrend Conditional Value at Risk for Portfolio Optimization. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Neural Networks Learn. Syst. ![In: IEEE Trans. Neural Networks Learn. Syst. 35(2), pp. 1545-1558, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
11 | Yannick Hoga, Matei Demetrescu |
Monitoring Value-at-Risk and Expected Shortfall Forecasts. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 69(5), pp. 2954-2971, May 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Andres Mauricio Molina Barreto, Naoyuki Ishimura |
Remarks on a copula-based conditional value at risk for the portfolio problem. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Intell. Syst. Account. Finance Manag. ![In: Intell. Syst. Account. Finance Manag. 30(3), pp. 150-170, July/September 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Yajaira Cardona-Valdés, Samuel Nucamendi-Guillén, Luis A. Ricardez-Sandoval |
A capacitated lot-sizing problem in the industrial fashion sector under uncertainty: a conditional value-at-risk framework. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Prod. Res. ![In: Int. J. Prod. Res. 61(21), pp. 7181-7197, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Wei Liu, Li Yang, Bo Yu 0003 |
Distributionally Robust Optimization Based on Kernel Density Estimation and Mean-Entropic Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
INFORMS J. Optim. ![In: INFORMS J. Optim. 5(1), pp. 68-91, January 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Dongjin Lee, Boris Kramer |
Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Reliab. Eng. Syst. Saf. ![In: Reliab. Eng. Syst. Saf. 235, pp. 109208, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Farnaz Hooshmand, Z. Anoushirvani, S. A. MirHassani |
Model and efficient algorithm for the portfolio selection problem with real-world constraints under value-at-risk measure. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. Trans. Oper. Res. ![In: Int. Trans. Oper. Res. 30(5), pp. 2665-2690, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Farid Bagheri, Diego Reforgiato Recupero, Espen Sirnes |
Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Data ![In: Data 8(8), pp. 133, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Mátyás Barczy, Ádám Dudás, József Gáll |
On approximations of value at risk and expected shortfall involving kurtosis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Stat. Simul. Comput. ![In: Commun. Stat. Simul. Comput. 52(3), pp. 770-794, March 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Khreshna Syuhada, Arief Hakim, Risti Nur'aini |
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Stat. Simul. Comput. ![In: Commun. Stat. Simul. Comput. 52(7), pp. 3104-3121, July 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Sundar Ganesh, Fabio Nobile |
Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Phys. ![In: J. Comput. Phys. 495, pp. 112523, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Tahereh Khodamoradi, Maziar Salahi |
Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. ![In: Comput. Stat. 38(2), pp. 1023-1040, June 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | 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 |
|
11 | Suparna Biswas, Rituparna Sen |
Nonparametric Estimation of Range Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. ![In: Comput. 11(2), pp. 28, February 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Dohyeong Kim, Songhwai Oh |
TRC: Trust Region Conditional Value at Risk for Safe Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.00344, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Dohyeong Kim, Songhwai Oh |
Efficient Off-Policy Safe Reinforcement Learning Using Trust Region Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.00342, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Lucas Monteiro Paes, Ananda Theertha Suresh, Alex Beutel, Flávio P. Calmon, Ahmad Beirami |
Multi-Group Fairness Evaluation via Conditional Value-at-Risk Testing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.03867, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Yuen-Man Pun, Farhad Farokhi, Iman Shames |
Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.09411, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Alaa Eddine Chriat, Chuangchuang Sun |
Wasserstein Distributionally Robust Control Barrier Function using Conditional Value-at-Risk with Differentiable Convex Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2309.08700, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Souad Chennaf, Jaleleddine Ben Amor |
Entropic value at risk to find the optimal uncertain random portfolio. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 27(20), pp. 15185-15197, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Khreshna Syuhada, Venansius Tjahjono, Arief Hakim |
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Soft Comput. ![In: Appl. Soft Comput. 148, pp. 110885, November 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Zhenfeng Zou, Qinyu Wu, Zichao Xia, Taizhong Hu |
Adjusted Rényi entropic Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 306(1), pp. 255-268, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Marwa Thabet, Brahim Hnich, Mouhebeddine Berrima |
Investigating, quantifying and controlling the co-location attack's conditional value at risk of VM placement strategies. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Future Gener. Comput. Syst. ![In: Future Gener. Comput. Syst. 149, pp. 464-477, December 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Jyotirmayee Behera, Ajit Kumar Pasayat, Harekrushna Behera, Pankaj Kumar 0002 |
Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eng. Appl. Artif. Intell. ![In: Eng. Appl. Artif. Intell. 120, pp. 105843, April 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi |
Multi-intervals robust mean-conditional value-at-risk portfolio optimisation with conditional scenario reduction technique. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Appl. Decis. Sci. ![In: Int. J. Appl. Decis. Sci. 16(2), pp. 237-254, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Adirek Vajrapatkul |
Volatility and Value at Risk of Gold Return. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICEME ![In: Proceedings of the 14th International Conference on E-business, Management and Economics, ICEME 2023, Beijing, China, July 21-23, 2023, pp. 317-322, 2023, ACM. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Peter Mitic |
Direct Determination of Operational Value-at-Risk Using Descriptive Statistics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDEAL ![In: Intelligent Data Engineering and Automated Learning - IDEAL 2023 - 24th International Conference, Évora, Portugal, November 22-24, 2023, Proceedings, pp. 120-129, 2023, Springer, 978-3-031-48231-1. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Jared Miller, Matteo Tacchi, Mario Sznaier, Ashkan Jasour |
Peak Value-at-Risk Estimation for Stochastic Differential Equations Using Occupation Measures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CDC ![In: 62nd IEEE Conference on Decision and Control, CDC 2023, Singapore, December 13-15, 2023, pp. 4836-4842, 2023, IEEE, 979-8-3503-0124-3. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Isabella Bianchini, Alexander Sauer, Lea Bitterolf |
Industrial Energy Flexibility Scheduling Based on Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISGT EUROPE ![In: IEEE PES Innovative Smart Grid Technologies Europe, ISGT EUROPE 2023, Grenoble, France, October 23-26, 2023, pp. 1-5, 2023, IEEE, 979-8-3503-9678-2. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
11 | Chun-Xia Zhang 0002, Jun Li, Xing-Fang Huang, Jiang-She Zhang 0001, Hua-Chuan Huang |
Forecasting stock volatility and value-at-risk based on temporal convolutional networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Expert Syst. Appl. ![In: Expert Syst. Appl. 207, pp. 117951, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Dohyeong Kim, Songhwai Oh |
Efficient Off-Policy Safe Reinforcement Learning Using Trust Region Conditional Value At Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Robotics Autom. Lett. ![In: IEEE Robotics Autom. Lett. 7(3), pp. 7644-7651, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Dohyeong Kim, Songhwai Oh |
TRC: Trust Region Conditional Value at Risk for Safe Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Robotics Autom. Lett. ![In: IEEE Robotics Autom. Lett. 7(2), pp. 2621-2628, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Astghik Hakobyan, Insoon Yang |
Wasserstein Distributionally Robust Motion Control for Collision Avoidance Using Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Robotics ![In: IEEE Trans. Robotics 38(2), pp. 939-957, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Massimiliano Frezza, Sergio Bianchi, Augusto Pianese |
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 19(1), pp. 99-132, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Chengyang Ying, Xinning Zhou, Hang Su 0006, Dong Yan, Ning Chen 0002, Jun Zhu 0001 |
Towards Safe Reinforcement Learning via Constraining Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2206.04436, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Sundar Ganesh, Fabio Nobile |
Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2210.03485, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Avinash N. Madavan, Nathan Dahlin, Subhonmesh Bose, Lang Tong |
Conditional Value at Risk-Sensitive Solar Hosting Capacity Analysis in Distribution Networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2204.09096, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Dongjin Lee, Boris Kramer |
Bi-fidelity conditional-value-at-risk estimation by dimensionally decomposed generalized polynomial chaos expansion. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2204.03133, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Dongjin Lee, Boris Kramer |
Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2212.02728, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Ashish Cherukuri |
Sample Average Approximation of Conditional Value-at-risk based Variational Inequalities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2208.11403, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Qiqi Li, Zhongfeng Qin, Yingchen Yan |
Uncertain random portfolio optimization model with tail value-at-risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 26(18), pp. 9385-9394, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Zhijian He |
Sensitivity estimation of conditional value at risk using randomized quasi-Monte Carlo. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 298(1), pp. 229-242, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Stefano Nasini, Martine Labbé, Luce Brotcorne |
Multi-market portfolio optimization with conditional value at risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 300(1), pp. 350-365, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Arnau Erola, Ioannis Agrafiotis, Jason R. C. Nurse, Louise Axon, Michael Goldsmith, Sadie Creese |
A system to calculate Cyber Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Secur. ![In: Comput. Secur. 113, pp. 102545, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Roy Karasik, Osvaldo Simeone, Hyeryung Jang, Shlomo Shamai Shitz |
Learning to Broadcast for Ultra-Reliable Communication With Differential Quality of Service via the Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Commun. ![In: IEEE Trans. Commun. 70(12), pp. 8060-8074, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Yan Tu, Hongwei Shi, Xiaoyang Zhou, Benjamin Lev |
Optimal trade-off of integrated river basin water resources allocation considering water market: A bi-level multi-objective model with conditional value-at-risk constraints. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Ind. Eng. ![In: Comput. Ind. Eng. 169, pp. 108160, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Sepideh Taghikhani, Fahimeh Baroughi 0001, Behrooz Alizadeh |
A generalized interval type-2 fuzzy random variable based algorithm under mean chance value at risk criterion for inverse 1-median location problems on tree networks with uncertain costs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 408, pp. 114104, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | B. Venkateswarlu, V. Viswanath Shenoi, Praveen Tumuluru |
CAViaR-WS-based HAN: conditional autoregressive value at risk-water sailfish-based hierarchical attention network for emotion classification in COVID-19 text review data. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soc. Netw. Anal. Min. ![In: Soc. Netw. Anal. Min. 12(1), pp. 10, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Jin-Ping Zhang, Ke-Ming Zhang |
Portfolio Selection Optimization with Hierarchical Fuzzy Conditional Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
FSDM ![In: Fuzzy Systems and Data Mining VIII - Proceedings of FSDM 2022, Virtual Event, 4-7 November 2022., pp. 233-239, 2022, IOS Press, 978-1-64368-346-1. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Ali Alameer, Khaled Alshehri |
Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CCTA ![In: IEEE Conference on Control Technology and Applications, CCTA 2022, Trieste, Italy, August 23-25, 2022, pp. 1208-1213, 2022, IEEE, 978-1-6654-7338-5. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Peter Mitic |
Maximum Value-at-Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICO ![In: ICO, pp. 981-990, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
11 | Anand Deo, Karthyek Murthy, Tirtho Sarker |
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk. ![Search on Bibsonomy](Pics/bibsonomy.png) |
WSC ![In: Winter Simulation Conference, WSC 2022, Singapore, December 11-14, 2022, pp. 891-902, 2022, IEEE, 978-1-6654-7661-4. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
Displaying result #101 - #200 of 548 (100 per page; Change: ) Pages: [ <<][ 1][ 2][ 3][ 4][ 5][ 6][ >>] |
|