Sign in

Tailoring to the Tails: Risk Measures for Fine-Grained Tail Sensitivity.

Christian FröhlichRobert C. Williamson
Published in: CoRR (2022)
Keyphrases
  • fine grained
  • risk measures
  • coarse grained
  • access control
  • sensitivity analysis
  • risk averse
  • robust optimization
  • data lineage
  • genetic algorithm
  • portfolio optimization
  • heavy tailed