CVaR (superquantile) norm: stochastic case (Q320902)
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scientific article; zbMATH DE number 6635764
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| English | CVaR (superquantile) norm: stochastic case |
scientific article; zbMATH DE number 6635764 |
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CVaR (superquantile) norm: stochastic case (English)
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7 October 2016
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CVaR norm
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\(L^p\) norm
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superquantile
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risk quadrangle
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linear regression
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0.8481944799423218
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0.7545264363288879
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0.7541959285736084
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0.753835916519165
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0.7468062043190002
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