Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482)
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scientific article; zbMATH DE number 7548829
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| English | Data-Driven Optimization of Reward-Risk Ratio Measures |
scientific article; zbMATH DE number 7548829 |
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Data-Driven Optimization of Reward-Risk Ratio Measures (English)
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27 June 2022
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data-driven optimization
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distributionally robust optimization
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reward-risk ratio
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Wasserstein metric
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fractional programming
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