Value at risk

Top Researchers

Patrick Jaillet

Institution: —

Marcello Restelli

Institution: —

Anthony Coache

Institution: —

Sebastian Jaimungal

Institution: —

Lorenzo Bisi

Institution: —

Quoc Phong Nguyen

Institution: —

Bryan Kian Hsiang Low

Institution: —

Massimiliano Bonetti

Institution: —

Zhongxiang Dai

Institution: —

Reinforcement learning with dynamic convex risk measures

Anthony Coache, Sebastian Jaimungal

Citations: 23 • 2023

Risk-averse optimization of reward-based coherent risk measures

Massimiliano Bonetti, Lorenzo Bisi, Marcello Restelli

Citations: 3 • 2023

Value-at-Risk Optimization with Gaussian Processes

Quoc Phong Nguyen, Zhongxiang Dai, Bryan Kian Hsiang Low, Patrick Jaillet

Citations: 3 • 2021