Ruodu Wang

1. Hypothesis Testing with E-values
   2024/10/31 by Aaditya Ramdas, Ramdas, Aaditya, Ruodu Wang +1 · 5 voices · 40 citations
   Computer Science · Engineering · #Neural Networks and Applications #Machine Learning and Data Classification #Advanced Data Processing Techniques
2. False discovery rate control with e-values
   2020/09/06 by Ruodu Wang, Wang, Ruodu, Aaditya Ramdas +1 · 18 citations
   Decision Sciences · Mathematics · #Advanced Bandit Algorithms Research #Decision-Making and Behavioral Economics #FOS: Mathematics #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
3. Combining p-values via averaging
   2012/12/20 by Vladimir Vovk, Ruodu Wang, Vovk, Vladimir +1 · 10 citations
   Decision Sciences · Mathematics · #62F03 #62G10 #Advanced Statistical Methods and Models #FOS: Mathematics #Optimal Experimental Design Methods #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
4. Admissible ways of merging p-values under arbitrary dependence
   2022/02/01 by Vladimir Vovk, Bin Wang, Ruodu Wang · 10 citations
   Mathematics · Decision Sciences · #Statistical Methods in Clinical Trials #Optimal Experimental Design Methods #Advanced Statistical Methods and Models
5. Admissible ways of merging p-values under arbitrary dependence
   2020/07/28 by Vladimir Vovk, Bin Wang, Vovk, Vladimir +3 · 6 citations
   Mathematics · Agricultural and Biological Sciences · #Advanced Statistical Methods and Models #Statistical Methods in Clinical Trials #Pesticide Residue Analysis and Safety
6. An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
   2022/08/17 by Yuyu Chen, Paul Embrechts, Chen, Yuyu +3 · 5 citations
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Theoretical Economics (econ.TH)
7. Star-shaped Risk Measures
   2021/03/29 by Erio Castagnoli, Castagnoli, Erio, Giacomo Cattelan +7 · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Functional Analysis (math.FA) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #Theoretical Economics (econ.TH)
8. Optimizing distortion riskmetrics with distributional uncertainty
   2020/11/10 by Silvana M. Pesenti, Pesenti, Silvana, Qiuqi Wang +3 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Market Dynamics and Volatility #Financial Markets and Investment Strategies
9. Risk sharing, measuring variability, and distortion riskmetrics
   2023/02/08 by Jean‐Gabriel Lauzier, Liyuan Lin, Lauzier, Jean-Gabriel +3 · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #Risk and Portfolio Optimization #Monetary Policy and Economic Impact #Stochastic processes and financial applications
10. Parametric measures of variability induced by risk measures
    2020/12/09 by Fabio Bellini, Bellini, Fabio, Tolulope Fadina +5 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
11. Pairwise counter-monotonicity
    2023/02/22 by Jean‐Gabriel Lauzier, Liyuan Lin, Lauzier, Jean-Gabriel +3 · 3 citations
    Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
12. Risk Aversion and Insurance Propensity
    2023/10/13 by Fabio Maccheroni, Maccheroni, Fabio, Mássimo Marinacci +5 · 4 citations
    Agricultural and Biological Sciences · Decision Sciences · Economics, Econometrics and Finance · #Agricultural risk and resilience #Decision-Making and Behavioral Economics #FOS: Economics and business #FOS: Mathematics #Law, Economics, and Judicial Systems #Probability (math.PR) #Theoretical Economics (econ.TH)
13. E-backtesting
    2022/08/27 by Qiuqi Wang, Ruodu Wang, Wang, Qiuqi +3 · 2 citations
    Decision Sciences · #Advanced Statistical Process Monitoring #Risk and Portfolio Optimization #Forecasting Techniques and Applications
14. A unified framework for bandit multiple testing
    2021/07/15 by Ziyu Xu, Xu, Ziyu, Ruodu Wang +3 · 2 citations
    Decision Sciences · Computer Science · Mathematics · #Advanced Bandit Algorithms Research #Machine Learning and Algorithms #Statistical Methods in Clinical Trials
15. The only admissible way of merging arbitrary e-values
    2024/09/30 by Ruodu Wang, Wang, Ruodu · 3 citations
    Economics, Econometrics and Finance · Engineering · Mathematics · #Advanced Research in Systems and Signal Processing #FOS: Mathematics #Modeling, Simulation, and Optimization #Public Administration, ICT, and Policy Development #Statistics Theory (math.ST)
16. Improved thresholds for e-values
    2024/08/21 by Christopher Blier-Wong, Ruodu Wang, Blier-Wong, Christopher +1 · 3 citations
    Decision Sciences · Mathematics · #60E15 #62F03 #62G10 #Advanced Statistical Process Monitoring #FOS: Mathematics #Probability and Risk Models #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
17. The Directional Optimal Transport
    2020/02/20 by Marcel Nutz, Nutz, Marcel, Ruodu Wang +1 · 1 citation
    Mathematics · #49N05 #62G10 #93E20 #FOS: Mathematics #Geometric and Algebraic Topology #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics
18. Testing with p*-values: Between p-values, mid p-values, and e-values
    2020/10/27 by Ruodu Wang, Wang, Ruodu · 1 citation
    Mathematics · Computer Science · Decision Sciences · #Advanced Statistical Methods and Models #Bayesian Modeling and Causal Inference #Advanced Statistical Process Monitoring
19. Diversification quotients based on VaR and ES
    2023/01/09 by Xia Han, Han, Xia, Liyuan Lin +3 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · #Probability and Risk Models #Insurance and Financial Risk Management #Financial Risk and Volatility Modeling
20. Cash-subadditive risk measures without quasi-convexity
    2021/10/23 by Xia Han, Han, Xia, Qiuqi Wang +5 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
21. Joint mixability and notions of negative dependence
    2022/04/25 by Takaaki Koike, Koike, Takaaki, Liyuan Lin +3 · 1 citation
    Mathematics · #Advanced Statistical Methods and Models
22. Calibrating distribution models from PELVE
    2022/04/19 by Hirbod Assa, Assa, Hirbod, Liyuan Lin +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Risk and Volatility Modeling #Insurance and Financial Risk Management #Probability and Risk Models #Risk Management (q-fin.RM)
23. Diversification quotients: Quantifying diversification via risk measures
    2022/06/28 by Xia Han, Han, Xia, Liyuan Lin +3 · 2 citations
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Financial Markets and Investment Strategies #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
24. A reverse ES (CVaR) optimization formula
    2022/03/04 by Yuanying Guan, Guan, Yuanying, Zhanyi Jiao +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Health Systems, Economic Evaluations, Quality of Life #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
25. Multiple testing under negative dependence
    2022/12/19 by Ziyu Chi, Aaditya Ramdas, Chi, Ziyu +3 · 1 citation
    Mathematics · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistical Methods in Clinical Trials #Statistics Theory (math.ST)
26. Quadratic-form Optimal Transport
    2025/01/08 by Ruodu Wang, Zhenyuan Zhang, Wang, Ruodu +1 · 3 citations
    Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Spacecraft Dynamics and Control
27. Risk exchange under infinite-mean Pareto models
    2024/03/24 by Yuyu Chen, Paul Embrechts, Chen, Yuyu +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
28. Coherent risk measures and uniform integrability
    2024/04/04 by Muqiao Huang, Ruodu Wang, Huang, Muqiao +1 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications
29. Optimal risk sharing, equilibria, and welfare with empirically realistic risk attitudes
    2024/01/06 by Jean-Gabriel Lauzier, Jean‐Gabriel Lauzier, Lauzier, Jean-Gabriel +6 · 1 citation
    Agricultural and Biological Sciences · Economics, Econometrics and Finance · #Agricultural risk and resilience #Banking stability, regulation, efficiency #Economic theories and models #econ.TH #q-fin.RM
30. Partial Law Invariance and Risk Measures
    2024/01/30 by Yi Shen, Shen, Yi, Zachary Van Oosten +3 · 3 citations
    Decision Sciences · Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #FOS: Economics and business #Probability and Risk Models #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
31. Disappointment concordance and duet expectiles
    2024/04/27 by Fabio Bellini, Bellini, Fabio, Tiantian Mao +5 · 2 citations
    Economics, Econometrics and Finance · #FOS: Economics and business #Game Theory and Voting Systems #Theoretical Economics (econ.TH)
32. Distortion Risk Measures and Elicitability
    2014/05/15 by Ruodu Wang, Wang, Ruodu, Johanna F. Ziegel +1 · 1 citation
    Decision Sciences · #Decision-Making and Behavioral Economics #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization
33. Gaffke's confidence interval for the mean of bounded data is inadmissible but asymptotically efficient
    2026/07/21 by Jiahao Ming, Aaditya Ramdas, Yi Shen +2 · 3 citations
    #math.ST #cs.IT #eess.SP #math.IT #math.PR #stat.ME #stat.TH