Estimating Expected Shortfall with Stochastic Kriging.

Ming Liu Jeremy Staum

Published in: WSC (2009)

Keyphrases

stochastic optimization
rigid body
artificial intelligence
monte carlo
black box
markov processes
database systems
stochastic model
multistage
stochastic programming
real time
confidence intervals
evolutionary algorithm
objective function
multiscale
feature selection
computer vision
databases