The following pages link to (Q4782132):
Displayed 17 items.
- Value-at-risk support vector machine: stability to outliers (Q405683) (← links)
- Value-at-Risk model for hazardous material transportation (Q490229) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
- DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
- Strong valid inequalities for fluence map optimization problem under dose-volume restrictions (Q1761858) (← links)
- A synchronous reference point-based interactive method for stochastic multiobjective programming (Q1929956) (← links)
- Value-at-risk optimization using the difference of convex algorithm (Q1929961) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- INTEREST: A reference-point-based interactive procedure for stochastic multiobjective programming problems (Q2267385) (← links)
- Fast gradient descent method for mean-CVaR optimization (Q2393350) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- CVaR proxies for minimizing scenario-based value-at-risk (Q2438424) (← links)
- Time consistent dynamic risk measures (Q2500793) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- A Heavy-Tailed and Overdispersed Collective Risk Model (Q5043473) (← links)
- Extended Robust Support Vector Machine Based on Financial Risk Minimization (Q5383801) (← links)