Login / Signup

Probabilistic Unified Risk Estimation: General Survival Theory (GST) and TTX Risk Measures.

Julian Eggert
Published in: ITSC (2020)
Keyphrases
  • risk measures
  • special case
  • risk averse
  • decision theory
  • robust optimization
  • long term
  • artificial intelligence
  • objective function
  • principal component analysis
  • theoretical framework
  • portfolio optimization