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Publication DateArticle TitleAuthor(s)
2017Diffusion Approximations for Online Principal Component Estimation and Global ConvergenceLi, Chris Junchi; Wang, Mengdi; Liu, Han; Zhang, Tong
2018Dimensionality Reduction for Stationary Time Series via Stochastic Nonconvex OptimizationChen, Minshuo; Yang, Lin F.; Wang, Mengdi; Zhao, Tuo
9-May-2013A comparison of techniques for dynamic multivariate risk measuresFeinstein, Zachary; Rudloff, Birgit
-A Supermartingale Relation for Multivariate Risk MeasuresFeinstein, Zachary; Rudloff, Birgit
31-Jul-2019Dual representations for systemic risk measuresArarat, Çağın; Rudloff, Birgit
Mar-2014AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTSLÖHNE, ANDREAS; RUDLOFF, BIRGIT
Aug-2014Benson type algorithms for linear vector optimization and applicationsHamel, Andreas H.; Löhne, Andreas; Rudloff, Birgit
5-Jul-2016A recursive algorithm for multivariate risk measures and a set-valued Bellman's principleFeinstein, Zachary; Rudloff, Birgit
14-Nov-2014A Characterization Theorem for Aumann IntegralsArarat, Çağın; Rudloff, Birgit
Feb-2017A general theory of hypothesis tests and confidence regions for sparse high dimensional modelsNing, Yang; Liu, Han