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Tsao-Yuan Chuang
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Metamodel
Data Mining
Upper Bound
Robust Optimization
Top Venues
Comput. Oper. Res.
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Publications
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Jing-Rung Yu
,
Wan-Jiun Paul Chiou
,
Wen-Yi Lee
,
Tsao-Yuan Chuang
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models.
Comput. Oper. Res.
104 (2019)