Ruodu Wang

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 25

Top Topics

Top Venues

Math. Oper. Res.

SIAM J. Financial Math.

J. Multivar. Anal.

Publications

Mario Ghossoub, Giulio Principi, Ruodu Wang
Allocation Mechanisms in Decentralized Exchange Markets with Frictions. CoRR (2024)
Pietro Millossovich, Andreas Tsanakas, Ruodu Wang
A theory of multivariate stress testing. Eur. J. Oper. Res. 318 (3) (2024)
Tolulope Fadina, Peng Liu, Ruodu Wang
One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles. SIAM J. Financial Math. 14 (2) (2023)
Xia Han, Ruodu Wang, Xun Yu Zhou
Choquet Regularization for Continuous-Time Reinforcement Learning. SIAM J. Control. Optim. 61 (5) (2023)
Zhenyuan Zhang, Aaditya Ramdas, Ruodu Wang
When do exact and powerful p-values and e-values exist? CoRR (2023)
Paul Embrechts, Alexander Schied, Ruodu Wang
Robustness in the Optimization of Risk Measures. Oper. Res. 70 (1) (2022)
Xia Han, Ruodu Wang, Xun Yu Zhou
Choquet regularization for reinforcement learning. CoRR (2022)
Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, Claudio Tebaldi, Ruodu Wang
Star-Shaped Risk Measures. Oper. Res. 70 (5) (2022)
Zhenyu Cui, Yanchu Liu, Ruodu Wang
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. Oper. Res. Lett. 50 (2) (2022)
Fangda Liu, Tiantian Mao, Ruodu Wang, Linxiao Wei
Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures. Math. Oper. Res. 47 (3) (2022)
Ziyu Xu, Ruodu Wang, Aaditya Ramdas
A unified framework for bandit multiple testing. CoRR (2021)
Jan-Frederik Mai, Ruodu Wang
Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant. J. Multivar. Anal. 184 (2021)
Ziyu Xu, Ruodu Wang, Aaditya Ramdas
A unified framework for bandit multiple testing. NeurIPS (2021)
Peng Liu, Alexander Schied, Ruodu Wang
Distributional Transforms, Probability Distortions, and Their Applications. Math. Oper. Res. 46 (4) (2021)
Fangda Liu, Ruodu Wang
A Theory for Measures of Tail Risk. Math. Oper. Res. 46 (3) (2021)
Ruodu Wang, Ricardas Zitikis
An Axiomatic Foundation for the Expected Shortfall. Manag. Sci. 67 (3) (2021)
Tiantian Mao, Ruodu Wang
Risk Aversion in Regulatory Capital Principles. SIAM J. Financial Math. 11 (1) (2020)
Ruodu Wang, Yunran Wei, Gordon E. Willmot
Characterization, Robustness, and Aggregation of Signed Choquet Integrals. Math. Oper. Res. 45 (3) (2020)
Paul Embrechts, Haiyan Liu, Tiantian Mao, Ruodu Wang
Quantile-based risk sharing with heterogeneous beliefs. Math. Program. 181 (2) (2020)
Ruodu Wang, Ricardas Zitikis
Weak comonotonicity. Eur. J. Oper. Res. 282 (1) (2020)
Tiantian Mao, Bin Wang, Ruodu Wang
Sums of standard uniform random variables. J. Appl. Probab. 56 (3) (2019)
Paul Embrechts, Haiyan Liu, Ruodu Wang
Quantile-Based Risk Sharing. Oper. Res. 66 (4) (2018)
Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang
Worst-Case Range Value-at-Risk with Partial Information. SIAM J. Financial Math. 9 (1) (2018)
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang
Risk bounds for factor models. Finance Stochastics 21 (3) (2017)
Bin Wang, Ruodu Wang
Joint Mixability. Math. Oper. Res. 41 (3) (2016)
Bin Wang, Ruodu Wang
Extreme negative dependence and risk aggregation. J. Multivar. Anal. 136 (2015)
Tiantian Mao, Ruodu Wang
On aggregation sets and lower-convex sets. J. Multivar. Anal. 138 (2015)
Paul Embrechts, Bin Wang, Ruodu Wang
Aggregation-robustness and model uncertainty of regulatory risk measures. Finance Stochastics 19 (4) (2015)
Giovanni Puccetti, Ruodu Wang
Detecting complete and joint mixability. J. Comput. Appl. Math. 280 (2015)
Ruodu Wang, Valeria Bignozzi, Andreas Tsanakas
How Superadditive Can a Risk Measure Be? SIAM J. Financial Math. 6 (1) (2015)
Ruodu Wang
Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables. J. Appl. Probab. 51 (3) (2014)
Ruodu Wang, Liang Peng, Jingping Yang
Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. Finance Stochastics 17 (2) (2013)
Giovanni Puccetti, Bin Wang, Ruodu Wang
Advances in Complete Mixability. J. Appl. Probab. 49 (2) (2012)
Bin Wang, Ruodu Wang
The complete mixability and convex minimization problems with monotone marginal densities. J. Multivar. Anal. 102 (10) (2011)