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902 积分 2024-09-23 加入
Model Aggregation for Risk Evaluation and Robust Optimization
1个月前
已关闭
Nash Equilibria, Regularization, and Computation in Optimal Transport-Based Distributionally Robust Optimization
1个月前
已关闭
On the Combination of Naive and Mean-Variance Portfolio Strategies
3个月前
已完结
Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers
4个月前
已完结
Estimation of Multivariate Asset Models with Jumps
4个月前
已完结
PORTFOLIO SELECTION*
5个月前
已完结
Portfolios for Investors Who Want to Reach Their Goals While Staying on the Mean-Variance Efficient Frontier
5个月前
已完结
Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning
6个月前
已完结
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
6个月前
已完结
Do extreme shocks help forecast oil price volatility? The augmented GARCH‐MIDAS approach
8个月前
已完结
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