Stan Uryasev
Identifiers
- name variant Stan Uryasev 0.60 · backfill
Papers (3)
- Exponential Adaptive Smoothing and Importance Sampling for Optimization of the Conditional Value-at-Risk math.OC · 2026 · author #5
- Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation q-fin.RM · 2018 · author #3
- Yet Another Convex Sets Subtraction with Application in Nondifferentiable Optimization math.OC · 2018 · author #2
Mentions
- 2606.11515 #5 · arxiv_oai · confidence 0.70 Stan Uryasev
Frequent Coauthors
- Anton Malandii 1 shared papers
- Boyan Lazarov 1 shared papers
- Brendan Keith 1 shared papers
- Evgeni Nurminski 1 shared papers
- Matthew Norton 1 shared papers
- Valentyn Khokhlov 1 shared papers
- Will Asness 1 shared papers