The following pages link to Portfolio Safeguard (Q26583):
Displaying 27 items.
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Value-at-risk support vector machine: stability to outliers (Q405683) (← links)
- CVaR norm and applications in optimization (Q476266) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- Support vector machines based on convex risk functions and general norms (Q513637) (← links)
- Robust multi-sensor scheduling for multi-site surveillance (Q543509) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- CVaR distance between univariate probability distributions and approximation problems (Q1640043) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Reliability optimization in plant production (Q2103763) (← links)
- Reliability optimization method alternative to bPOE (Q2103802) (← links)
- Developing a model for a modulating mirror fixed on active supports. Deterministic problem (Q2103822) (← links)
- Mathematical methods to find optimal control of oscillations of a hinged beam (deterministic case) (Q2174057) (← links)
- Application of buffered probability of exceedance in reliability optimization problems (Q2215589) (← links)
- Shortest path network problems with stochastic arc weights (Q2230798) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182) (← links)
- Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing (Q2355189) (← links)
- Statistical decision problems. Selected concepts and portfolio safeguard case studies (Q2393404) (← links)
- A new method of reliability optimization in the classical problem statement (Q2686650) (← links)
- Kantorovich–Rubinstein Distance Minimization: Application to Location Problems (Q3296381) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Sparse Signal Reconstruction: LASSO and Cardinality Approaches (Q5253261) (← links)
