Robust Risk Management via Multi-marginal Optimal Transport.
Hamza EnnajiQuentin MérigotLuca NennaBrendan PassPublished in: J. Optim. Theory Appl. (2024)
Keyphrases
- risk management
- decision support system
- risk analysis
- risk evaluation
- risk assessment
- commercial banks
- risk factors
- portfolio optimization
- financial services
- software projects
- data mining
- operational risk
- database
- probability distribution
- management system
- dynamic programming
- project management
- expert systems
- information security management