Robust risk aggregation with neural networks (Q5855956)
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scientific article; zbMATH DE number 7326783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust risk aggregation with neural networks |
scientific article; zbMATH DE number 7326783 |
Statements
Robust risk aggregation with neural networks (English)
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23 March 2021
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average value at risk
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dependence uncertainty
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model uncertainty
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neural networks
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optimal transport
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penalization
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risk bounds
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Wasserstein distance
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