Hegde, Vishwajit
- Online Estimation and Optimization of Utility-Based Shortfall Risk
2021/11/16 by Hegde, Vishwajit, Arvind S. Menon, Menon, Arvind S. +3 · 3 citations
Decision Sciences · Mathematics · #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability and Risk Models #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Statistical Methods and Inference