Search Results for author:
Found 3 papers, 0 papers with code
Fast Empirical Scenarios
We seek to extract a small number of representative scenarios from large and high-dimensional panel data that are consistent with sample moments.
Optimal Investment and Equilibrium Pricing under Ambiguity
We consider portfolio selection under nonparametric $\alpha$-maxmin ambiguity in the neighbourhood of a reference distribution.
Adaptive joint distribution learning
We develop a new framework for embedding joint probability distributions in tensor product reproducing kernel Hilbert spaces (RKHS).
Cannot find the paper you are looking for? You can
Submit a new open access paper.
