TailRiskScenGen.jl

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Official website https://github.com/STOR-i/TailRiskScenGen.jl

Source code repository https://github.com/STOR-i/TailRiskScenGen.jl

Cited in

(2)

Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure
Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables

This page was built for software: TailRiskScenGen.jl

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