Computation of expected shortfall by fast detection of worst scenarios (Q5014243)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computation of expected shortfall by fast detection of worst scenarios |
scientific article; zbMATH DE number 7436820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Computation of expected shortfall by fast detection of worst scenarios |
scientific article; zbMATH DE number 7436820 |
Statements
Computation of expected shortfall by fast detection of worst scenarios (English)
0 references
1 December 2021
0 references
expected shortfall
0 references
ranking and selection
0 references
sequential design
0 references
Bayesian filter
0 references
0 references
0 references
0 references
0.8794673
0 references
0.8639172
0 references
0 references
0.8604218
0 references
0 references
0.8584448
0 references
0.8532715
0 references
0.8508228
0 references
0.8500175
0 references
0.84798527
0 references
