Value-at-Risk Optimization with Gaussian Processes

Value-at-Risk Optimization with Gaussian Processes

Bibliographic Details
Main Authors: Nguyen, Quoc Phong (Author), Dai, Zhongxiang (Author), Low, Bryan Kian Hsiang (Author), Jaillet, Patrick (Author)
Format: Article
Language:English
Published: 2022-07-12T18:24:55Z.
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