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Foundations of Intelligent Systems
"Foundations of Intelligent Systems" presents selected papers from the 2013 International Conference on Intelligent Systems and Knowledge Engineering (ISKE2013). The aim of this conference is to bring...
View Book →Quantitative Fund Management
The First Collection That Covers This Field at the Dynamic Strategic and One-Period Tactical Levels. Addressing the imbalance between research and practice, Quantitative Fund Management presents leadi...
View Book →The VAR Implementation Handbook, Chapter 15 - Risk Measures and Their Applications in Asset Manageme
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insig...
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Optimizing the CVaR via Sampling
Conditional Value at Risk (CVaR) is a prominent risk measure that is being used extensively in various domains. We develop a new formula for the gradient of the CVaR in the form of a conditional expec...
View Book →The Quarterly Review of Economics and Finance
No description available....
View Book →World of Warcraft Programming
The #1 bestselling programming book is back with updated and expanded coverage of the newest release of WoW! World of Warcraft (WoW) is currently the world's largest massively multiplayer online role-...
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DTIC AD1014612: Superquantile/CVaR Risk Measures: Second-Order Theory
Superquantiles, which refer to conditional value-at-risk (CVaR) in the same way that quantiles refer to value-at-risk (VaR), have many advantages in the modeling of risk in finance and engineering. Ho...
View Book →Encyclopedia of Alternative Investments
A pioneering reference essential in any financial library, the Encyclopedia of Alternative Investments is the most authoritative source on alternative investments for students, researchers, and practi...
View Book →Encyclopedia of Financial Models, Volume I
Volume 1 of the Encyclopedia of Financial Models The need for serious coverage of financial modeling has never been greater, especially with the size, diversity, and efficiency of modern capital marke...
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Risk-Sensitive and Robust Decision-Making: a CVaR Optimization Approach
In this paper we address the problem of decision making within a Markov decision process (MDP) framework where risk and modeling errors are taken into account. Our approach is to minimize a risk-sensi...
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CIA Reading Room cia-rdp91-00403r000200650030-1: FR:GUNDERMANN S TO:GUREVICH A V
ExperimEntal Invedigations of lbving Stridions,,by S. Omdam=.GIOURIT., pars D2Waege wr Plama Plysik Vol 8019682 pp 263-274.NTC 71-13883-201F eb 72Fab 72_71SLEMIXY)t ul Velocity ill i'u1satin", llk'u, ...
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CIA Reading Room cia-rdp91-00929r000100080026-5: FR:STOCHKIN S.B. TO:STEFANOV N.R.
film Odom 30104utm7v %v & 2. vM'dWj,a.. B. Moab" 19 Jr.SUBSIMP PWO Uopdl2L Ybtsat Saukj* Vol IMt No 11 1... 1962.clow"W-sm I"Cat 62W23A,0068J-2500Visit to a People's Conmiune in North China, by FritzS...
View Book →Competitive strategies in global industries
First published in 1984...
View Book →CVaR and VaR for a Portfolio of Derivatives
No description available....
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CIA Reading Room cia-rdp96-00788r000700130016-5: HANDWRITTEN NOTES PROJECT 8125
Approved For Release 2000/08/07 : CIA-RDP96-00788R000700130016-5 /NDL : "W-elg Qr' S 'E Cla9T ,QGUT~'r~ ~ Lf~ll1 i ? ' uNi ewoof A AL (-Y) '~ ,~ S/e , U u'vO wry Wild 3 AJ6 4U,09 Z. Z- S 1041 Ca 14~vr...
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Pricing Energy in the Presence of Renewables
At present, electricity markets largely ignore the fact that renewable power producers impose significant externalities on non-renewable energy producers. This is because consumers are generally guara...
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An interval parameter conditional value-at-risk two-stage stochastic programming model for sustainab
The shortage of water resources and the increasing competition among water users have highlighted the importance of the water allocation problem. Water availability is crucial for water resource alloc...
View Book →Cvar as a Measure of Risk
In this paper, we analyze the implications arising from imposing a Conditional Value-at-Risk (CVaR)constraint in an agent's portfolio selection problem, and compare them with those arising from the im...
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Cvar v. Crestbrook Insurance Company
This item represents a case in PACER, the U.S. Government's website for federal case data. If you wish to see the entire case, please consult PACER directly....
View Book →Next Generation Data Science
This book constitutes the refereed proceedings of the Sescond Southwest Data Science Conference, SDSC 2023, held in Waco, TX, USa, during March 24-25, 2023. The 16 full and 1 short paper included in t...
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Vaughn D. Cvar and Nancy Cvar
This item represents a case in PACER, the U.S. Government's website for federal case data. This information is uploaded quarterly. To see our most recent version please use the source url parameter, l...
View Book →FINANCIAL CALCULUS in MATLAB. CVaR and MAD PORTFOLIOS OPTIMIZATION
First published in 2018...
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DTIC ADA627217: Superquantile/CVaR Risk Measures: Second-Order Theory
Superquantiles, which refer to conditional value-at-risk (CVaR) in the same way that quantiles refer to value-at-risk (VaR), have many advantages in the modeling of risk in nance and en- gineering. Ho...
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DTIC ADA580236: Random Variables, Monotone Relations and Convex Analysis
Random variables can be described by their cumulative distribution functions, a class of nondecreasing functions on the real line. Those functions can in turn be identified, after the possible vertica...
View Book →Journal of Petroleum Technology
No description available....
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Two-stage Stochastic Programming under Multivariate Risk Constraints with an Application to Humanita
In this study, we consider two classes of multicriteria two-stage stochastic programs in finite probability spaces with multivariate risk constraints. The first-stage problem features a multivariate s...
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Maximum drawdown, recovery and momentum
We test predictability on asset price using stock selection rules based on maximum drawdown and consecutive recovery. Monthly momentum- and weekly contrarian-style portfolios ranked by the alternative...
View Book →Nicht-Proportionale Rückversicherungsmodelle
First published in 2011...
View Book →Baza 20 in bolnišnici Jelendol ter Zgornji Hrastnik
First published in 1992...
View Book →Management Science
Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences....
View Book →IEEE Transactions on Circuits and Systems
No description available....
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Risk-Constrained Reinforcement Learning with Percentile Risk Criteria
In many sequential decision-making problems one is interested in minimizing an expected cumulative cost while taking into account \emph{risk}, i.e., increased awareness of events of small probability ...
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Algorithms for CVaR Optimization in MDPs
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVa...
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CIA Reading Room cia-rdp91-00403r000200690003-7: FR:NGUYEN T P TO:BICH N V
~Tew Regulations for one-the-,Tob SchoolsTiisoussed,, by Nguyen Thanh ?hue, 5 PP.VIETIMMESE., parp Bo Tuo Van -lion t Hanoi,Yo 2, Apr 72, PP 7-36.ins 56361Yul 72Z4I. 11 111 ~/Il 1 04-11lm,)~rowwnt of ...
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The Calculation of Yield Risk Caused by Climate Change for Rainfed Wheat in Ahar County: Weather Val
Introduction: Climate is one of the basic factors in nature that its change is one of the most important challenges in current century. Increasing emissions of greenhouse gases, as the most important ...
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Conditional Value-at-Risk: Theory and Applications
This thesis presents the Conditional Value-at-Risk concept and combines an analysis that covers its application as a risk measure and as a vector norm. For both areas of application the theory is revi...
View Book →Tutorials in Operations Research
No description available....
View Book →Biodiversity
The preservation of biodiversity is an essential part of the global concept for sustainable development. Ecologically and socially acceptable management of biodiversity is a prerequisite for the prese...
View Book →Evaluating introductory marketing textbooks
First published in 1980...
View Book →2008 Tutorials in Operations Research: State-of-the-Art Decision-Making Tools in the Information-Int
No description available....
View Book →History of the Cumberland Valley Railroad 1835-1919
No description available....
View Book →Information Technology for Manufacturing Systems
Selected, peer reviewed papers from the 2010 International Conference on Information Technology for Manufacturing Systems (ITMS 2010), Macao, China, Jan. 30-31, 2010...
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CIA Reading Room 06832615: REDEX CORPORATION: REDEX-PACIFIC, DIVISION OF REDEX CORPORATION: REDEX VI
TO: Approved for Release: 2020/07/27 C06832615.8www-� txcluaea CENTRAL INTELLIGENCE AGENCY WASHINGTON, D.C. 20505 D, actor Fe ral Bureau of Investigation Atte tion: FROM: Deputy �irector for Plans...
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