Value at risk
相关论文数: 3
顶级研究者
最高引用论文
Reinforcement learning with dynamic convex risk measures
Anthony Coache, Sebastian Jaimungal
引用数: 23 • 2023
Risk-averse optimization of reward-based coherent risk measures
Massimiliano Bonetti, Lorenzo Bisi, Marcello Restelli
引用数: 3 • 2023
Value-at-Risk Optimization with Gaussian Processes
Quoc Phong Nguyen, Zhongxiang Dai, Bryan Kian Hsiang Low, Patrick Jaillet
引用数: 3 • 2021