Adjusted Rényi entropic Value-at-Risk.

Zhenfeng Zou Qinyu Wu Zichao Xia Taizhong Hu

Published in: Eur. J. Oper. Res. (2023)

Keyphrases

high risk
risk factors
risk assessment
risk management
minimum risk
empirical risk
retail banking
stochastic approximation
information theory
decision making
genetic algorithm
multiscale
web services
website
risk measures
learning algorithm
minimal spanning tree
databases