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Publication DateArticle TitleAuthor(s)
Sep-2013Time consistency of dynamic risk measures in markets with transaction costsFeinstein, Zachary; Rudloff, Birgit
Mar-2013Set-valued average value at risk and its computationHamel, Andreas H.; Rudloff, Birgit; Yankova, Mihaela
May-2014Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequencesRudloff, Birgit; Street, Alexandre; Valladão, Davi M.
1-Jan-2019Multi-Level Stochastic Gradient Methods for Nested Composition OptimizationYang, Shuoguang; Wang, Mengdi; Fang, Ethan X.
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilitiesFeinstein, Zachary; Pang, Weijie; Rudloff, Birgit; Schaanning, Eric; Sturm, Stephan, et al
8-Jun-2018A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
Dec-2014Primal and Dual Approximation Algorithms for Convex Vector Optimization ProblemsLöhne, Andreas; Rudloff, Birgit; Ulus, Firdevs
1-Jan-2018Estimation of Markov Chain via Rank-Constrained LikelihoodLi, Xudong; Wang, Mengdi; Zhang, Anru
1-Jan-2018Minimax-optimal privacy-preserving sparse PCA in distributed systemsGe, Jason; Wang, Zhaoran; Wang, Mengdi; Liu, Han
1-Sep-2019Learning to Control in Metric Space with Optimal RegretYang, Lin F.; Ni, Chengzhuo; Wang, Mengdi