Distributionally robust risk evaluation with a causality constraint and structural information (Q6868294)
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scientific article; zbMATH DE number 8150875
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| English | Distributionally robust risk evaluation with a causality constraint and structural information |
scientific article; zbMATH DE number 8150875 |
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Distributionally robust risk evaluation with a causality constraint and structural information (English)
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26 January 2026
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causal optimal transport
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distributional robustness
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minimax optimization
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portfolio selection
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Rademacher complexity
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risk management
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