A learning algorithm for source aggregation

DOI10.1002/MMA.4086MaRDI QIDQ5374370zbMATH OpenOpenAlexFDO

Authors Georgios I. Papayiannis, Athanasios Yannacopoulos

Publication date 10 April 2018

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mma.4086

zbMATH Keywords

convex optimizationWasserstein barycenterweights selection

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Linear programming (90C05) Programming in abstract spaces (90C48)

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(6)

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• Convex risk measures for the aggregation of multiple information sources and applications in insurance
• A framework for treating model uncertainty in the asset liability management problem
• Model aggregation using optimal transport and applications in wind speed forecasting

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