نتایج جستجو برای: locally risk minimizing approach
تعداد نتایج: 2257710 فیلتر نتایج به سال:
In many sequential decision-making problems we may want to manage risk by minimizing some measure of variability in costs in addition to minimizing a standard criterion. Conditional value-at-risk (CVaR) is a relatively new risk measure that addresses some of the shortcomings of the well-known variance-related risk measures, and because of its computational efficiencies has gained popularity in ...
I describe a querying criterion that attempts to minimize the error of a learner by minimizing its estimated squared bias. I describe experiments with locally-weighted regression on two simple problems , and observe that this \bias-only" approach outperforms the more common \variance-only" exploration approach, even in the presence of noise.
I describe a querying criterion that attempts to minimize the error of a learner by minimizing its estimated squared bias. I describe experiments with locally-weighted regression on two simple problems, and observe that this "bias-only" approach outperforms the more common "variance-only" exploration approach, even in the presence of noise.
We discuss the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models, where delta hedging strategies in this paper are defined under the minimal martingale measure. We give firstly model-independent upper estimations for the difference. In addition we show numerical examples for two typical exponential Lévy models: Merton models and variance gamma m...
We study the local risk minimization approach for contingent claims that might be simultaneously prone to both endogenous (or structural) and exogenous reduced form) default events. The time is defined through a hazard rate process can depend on underlying risky asset values its running infimum process. On other hand, could modeled by first-passage-time approach. In particular, our framework pr...
This paper employs an interactive possibility linear programming approach to solve a single machine scheduling problem with imprecise processing times, due dates, as well as earliness and tardiness penalties of jobs. The proposed approach is based on a strategy of minimizing the most possible value of the imprecise total costs, maximizing the possibility of obtaining a lower total costs, and mi...
in this paper we introduce the concept of topological number for locally convex topological spaces and prove some of its properties. it gives some criterions to study locally convex topological spaces in a discrete approach.
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