Chinese | English

Search in the results

CSpace

Browse/Search Results:  1-10 of 10 Help

Selected(0)Clear Items/Page:    Sort:
Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
Authors:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
Favorite  |  View/Download：37/0  |  Submit date：2021/04/26
Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
Robust two-stage stochastic linear optimization with risk aversion 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2017, 卷号: 256, 期号: 1, 页码: 215-229
Authors:  Ling, Aifan;  Sun, Jie;  Xiu, Naihua;  Yang, Xiaoguang
Favorite  |  View/Download：35/0  |  Submit date：2018/07/30
Uncertainty modeling  Stochastic programming  Robust optimization  Conditional value-at-risk  Semidefinite programming  
Robust Novelty Detection via Worst Case CVaR Minimization 期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2015, 卷号: 26, 期号: 9, 页码: 2098-2110
Authors:  Wang, Yongqiao;  Dang, Chuangyin;  Wang, Shouyang
Favorite  |  View/Download：40/0  |  Submit date：2018/07/30
Conditional value-at-risk (CVaR)  kernel methods  novelty detection  robust programming  single-class support vector machine (SSVM)  
Impact of risk aversion on optimal decisions in supply contracts 期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2010, 卷号: 128, 期号: 2, 页码: 569-576
Authors:  Wu, Jun;  Wang, Shouyang;  Chao, Xiuli;  Ng, C. T.;  Cheng, T. C. E.
Favorite  |  View/Download：26/0  |  Submit date：2018/07/30
Supply chain management  Risk analysis  Conditional value-at-risk  
Deviation inequalities for an estimator of the conditional value-at-risk 期刊论文
OPERATIONS RESEARCH LETTERS, 2010, 卷号: 38, 期号: 3, 页码: 236-239
Authors:  Wang, Ying;  Gao, Fuqing
Favorite  |  View/Download：30/0  |  Submit date：2018/07/30
Conditional value-at-risk  Deviation inequality  Estimator  
CAViaR-based forecast for oil price risk 期刊论文
ENERGY ECONOMICS, 2009, 卷号: 31, 期号: 4, 页码: 511-518
Authors:  Huang, Dashan;  Yu, Baimin;  Fabozzi, Frank J.;  Fukushima, Masao
Favorite  |  View/Download：28/0  |  Submit date：2018/07/30
VaR  CAViaR  Oil price risk  Mixed data regression  
SUPPLY CHAIN COORDINATION WITH CVaR CRITERION 期刊论文
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2009, 卷号: 26, 期号: 1, 页码: 135-160
Authors:  Yang, Lei;  Xu, Minghui;  Yu, Gang;  Zhang, Hanqin
Favorite  |  View/Download：51/0  |  Submit date：2018/07/30
Supply chain coordination  newsvendor model  risk-aversion  supply contract  conditional value-at-risk  
带有市场搜索的供应链最优策略的分析与比较 期刊论文
系统工程理论与实践, 2009, 卷号: 000, 期号: 010, 页码: 53
Authors:  张汉勤;  于刚;  李建斌
Favorite  |  View/Download：39/0  |  Submit date：2020/01/10
Risk analysis of a pay to delay capacity reservation contract 期刊论文
OPTIMIZATION METHODS & SOFTWARE, 2006, 卷号: 21, 期号: 4, 页码: 635-651
Authors:  Wu, J;  Yue, WY;  Yamamoto, Y;  Wang, SY
Favorite  |  View/Download：29/0  |  Submit date：2018/07/30
supply chain contract  optimization  risk analysis  conditional value-at-risk  
带有缺货惩罚的报童模型中的cvar研究 期刊论文
系统工程理论与实践, 2006, 卷号: 26, 期号: 10, 页码: 1
Authors:  许明辉;  于刚;  张汉勤
Favorite  |  View/Download：40/0  |  Submit date：2020/01/10