:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autori principali:	Li, Wei, Du, Yi-Lun, Su, Nan, Tywoniuk, Konrad, Godbey, Kyle, Stöcker, Horst
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control Statistical Mechanics Risk Management Quantum Physics
Accesso online:	https://arxiv.org/abs/2501.00075
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
di: Acharya, Atithi, et al.
Pubblicazione: (2024)

A Martingale approach to continuous Portfolio Optimization under CVaR like constraints
di: Lelong, Jérôme, et al.
Pubblicazione: (2025)

Discovering quasiorder parameters in the Potts model: A bridge between machine learning and critical phenomena
di: Du, Yi-Lun, et al.
Pubblicazione: (2025)

Biased Mean Quadrangle and Applications
di: Malandii, Anton, et al.
Pubblicazione: (2026)

End-to-End Portfolio Optimization with Quantum Annealing
di: Morapakula, Sai Nandan, et al.
Pubblicazione: (2025)

Identifiability of Contagion Components amid Environmental Fluctuations in Aggregated Default Counts
di: Mori, Shintaro
Pubblicazione: (2026)

The Risk Quadrangle in Optimization: An Overview with Recent Results and Extensions
di: Grechuk, Bogdan, et al.
Pubblicazione: (2026)

Quantifying the degree of risk aversion of spectral risk measures
di: van Beesten, E. Ruben
Pubblicazione: (2024)

Optimal Abatement Schedules for Excess Carbon Emissions Towards a Net-Zero Target
di: Albrecher, Hansjoerg, et al.
Pubblicazione: (2026)

Efficiently Computing the Quasiconcave Envelope with Incomplete Information
di: Wu, Jian, et al.
Pubblicazione: (2020)

Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework
di: Guo, Junyi, et al.
Pubblicazione: (2025)

On monotone completion of risk markets: Limit results for incomplete risk markets
di: Khajepour, Iman, et al.
Pubblicazione: (2025)

Optimal dividends for a NatCat insurer in the presence of a climate tipping point
di: Albrecher, Hansjoerg, et al.
Pubblicazione: (2025)

Dynamic Factor Models with Forward-Looking Views
di: Abdelhakmi, Anas, et al.
Pubblicazione: (2025)

The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
di: Thormann, Marah-Lisanne, et al.
Pubblicazione: (2024)

Risk-aware stochastic scheduling of multi-market energy storage systems
di: Patrón, Gabriel D., et al.
Pubblicazione: (2025)

A calibrated model of debt recycling with interest costs and tax shields: viability under different fiscal regimes and jurisdictions
di: von der Osten, Carlo, et al.
Pubblicazione: (2025)

Phase transitions in debt recycling
di: Aufiero, Sabrina, et al.
Pubblicazione: (2024)

Geometric Brownian motion with intermittent entries and exits
di: Pal, Suvam, et al.
Pubblicazione: (2026)

Optimal dividend and capital injection under self-exciting claims
di: Aubert, Paulin, et al.
Pubblicazione: (2025)

Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
di: Fogarty, Heather N., et al.
Pubblicazione: (2026)

Singular Control in Inventory Management with Smooth Ambiguity
di: Archankul, Arnon, et al.
Pubblicazione: (2025)

The Scaling Behaviors in Achieving High Reliability via Chance-Constrained Optimization
di: Deo, Anand, et al.
Pubblicazione: (2025)

Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
di: Azcue, Pablo, et al.
Pubblicazione: (2025)

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management
di: Li, Chi-Lin, et al.
Pubblicazione: (2023)

Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework
di: Xie, Xinqiao, et al.
Pubblicazione: (2025)

Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios
di: Asadi, Saeed, et al.
Pubblicazione: (2026)

Risk-Averse Markov Decision Processes through a Distributional Lens
di: Cheng, Ziteng, et al.
Pubblicazione: (2022)

Deep Learning the Efficient Frontier of Convex Vector Optimization Problems
di: Feinstein, Zachary, et al.
Pubblicazione: (2022)

Joint Stochastic Optimal Control and Stopping in Aquaculture: Finite-Difference and PINN-Based Approaches
di: Kamm, Kevin
Pubblicazione: (2025)

Singular Control in a Cash Management Model with Ambiguity
di: Archankul, Arnon, et al.
Pubblicazione: (2023)

Cyber Risk Assessment for Capital Management
di: Chong, Wing Fung, et al.
Pubblicazione: (2022)

Quantum Boltzmann machine learning of ground-state energies
di: Patel, Dhrumil, et al.
Pubblicazione: (2024)

Natural gradient and parameter estimation for quantum Boltzmann machines
di: Patel, Dhrumil, et al.
Pubblicazione: (2024)

Constrained free energy minimization for the design of thermal states and stabilizer thermodynamic systems
di: Minervini, Michele, et al.
Pubblicazione: (2025)

Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
di: Sato, Yuki, et al.
Pubblicazione: (2023)

Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
di: Zhang, Panpan, et al.
Pubblicazione: (2023)

Convolution Bounds on Quantile Aggregation
di: Blanchet, Jose, et al.
Pubblicazione: (2020)

Bounds for Distributionally Robust Optimization Problems
di: Tam, Brandon, et al.
Pubblicazione: (2025)

Robust Hedging of path-dependent options using a min-max algorithm
di: Banerjee, Purba, et al.
Pubblicazione: (2025)