Results 71 to 80 of about 14,389 (211)
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, EarlyView.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
Superquantile/CVaR risk measures: second-order theory [PDF]
Annals of Operations Research, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Royset, Johannes O. +1 more
openaire +3 more sources
Transplant Infectious Disease, EarlyView.A sudden increase in EBV DNAemia appears to be a better predictor of PTLD and EBV end‐organ disease than persistent and stable levels of EBV DNAemia. Most HCT recipients with EBV DNAemia did not require rituximab, and immunosuppression reduction was sufficient to control most episodes of EBV reactivation.
Anna Beatriz Coelho de Souza +12 more
wiley +1 more source
Evolving objective function for improved variational quantum optimization
Physical Review Research, 2022 A promising approach to useful computational quantum advantage is to use variational quantum algorithms for optimization problems. Crucial for the performance of these algorithms is to ensure that the algorithm converges with high probability to a near ...
Ioannis Kolotouros, Petros Wallden
doaj +1 more source
International Transactions in Operational Research, Volume 33, Issue 4, Page 2499-2534, July 2026.Abstract This paper presents a two‐stage model for planning a renewable energy portfolio by balancing economic, social and environmental sustainability goals. The first stage addresses a multi‐objective problem where conflictive impacts generated by the energy portfolios should be optimised according to the corresponding economic, social or ...
Amelia Bilbao‐Terol +2 more
wiley +1 more source
Algorithms for CVaR Optimization in MDPs [PDF]
, 2014 In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion.
Chow, Yinlam, Ghavamzadeh, Mohammad
core +2 more sources
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, Volume 46, Issue 3, Page 529-544, March 2026.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
The Missing Link - Economic Exposure and Pension Plan Risk [PDF]
, 2015 The funding position of a defined benefit pension plan is often closely linked to the performance of the sponsoring company's business. For example, a plan sponsor whose financial health is dependent on high oil prices may struggle during periods of oil ...
Christie, Alexandre +2 more
core +1 more source
New Robust Reward-Risk Ratio Models with CVaR and Standard Deviation
Journal of Mathematics, 2022 In this paper, we present two robust reward-risk ratio optimization models. Two new models contain the worst case of not only conditional value-at-risk (CVaR), but also standard deviation (SD).
Lijun Xu, Yijia Zhou
doaj +1 more source
, 2010 Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio.
A Fernández +47 more
core +1 more source