Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity.
R. Tyrrell RockafellarJohannes O. RoysetPublished in: SIAM J. Optim. (2015)
Keyphrases
- risk measures
- risk management
- high risk
- decision making
- risk assessment
- minimum risk
- risk factors
- real time
- particle filtering
- artificial neural networks
- regression model
- early warning
- face recognition
- influencing factors
- learning algorithm
- risk averse
- portfolio management
- natural disasters
- decision trees
- support vector
- support vector regression
- linear regression
- visual tracking
- object tracking