Skip to main content

Search

Reset

Add filters:

Use filters to refine the search results.

 | 
Item hits:
Publication DateArticle TitleAuthor(s)
Sep-2017Set-valued shortfall and divergence risk measuresArarat, Çağın; Hamel, Andreas H.; Rudloff, Birgit
2018Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilitiesFeinstein, Zachary; Pang, Weijie; Rudloff, Birgit; Schaanning, Eric; Sturm, Stephan, et al
Sep-2013Time consistency of dynamic risk measures in markets with transaction costsFeinstein, Zachary; Rudloff, Birgit
Dec-2014Primal and Dual Approximation Algorithms for Convex Vector Optimization ProblemsLöhne, Andreas; Rudloff, Birgit; Ulus, Firdevs
Mar-2013Set-valued average value at risk and its computationHamel, Andreas H.; Rudloff, Birgit; Yankova, Mihaela
1-Sep-2019Learning to Control in Metric Space with Optimal RegretYang, Lin F.; Ni, Chengzhuo; Wang, Mengdi
May-2014Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequencesRudloff, Birgit; Street, Alexandre; Valladão, Davi M.
1-Jan-2017Finite-sum Composition Optimization via Variance Reduced Gradient DescentLian, Xiangru; Wang, Mengdi; Liu, Ji
May-2015On the dual of the solvency coneLöhne, Andreas; Rudloff, Birgit
Aug-2015Calibrated Multivariate Regression with Application to Neural Semantic Basis DiscoveryLiu, Han; Wang, Lie; Zhao, Tuo