Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling | Paper Citation Record

Observation 436d71e2-a92e-40cc-8d65-e1f983f6f31d · outbound

This paper cites Coherent measures of risk.Mathematical Finance, 9(3):203–228, 1999.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Coherent measures of risk.Mathematical Finance, 9(3):203–228, 1999

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.918347Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation a17eac34-852d-4464-8ee1-5444e25369d9 · outbound

This paper cites Bailey, Jonathan M.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Bailey, Jonathan M

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.907578Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation e9de1145-57e1-42d1-8266-e6dda33b09ef · outbound

This paper cites an unresolved cited work.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Unresolved cited work

Reference 3

Resolution: unresolved; raw_fallback, observed 2026-08-07T05:44:33.897154Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 19416406-0fd2-4902-9372-eb41275dee61 · outbound

This paper cites Brown, and Constantine Caramanis.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Brown, and Constantine Caramanis

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.887002Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 84e79aa5-1c0d-4a0d-8ffa-f0a31296cfe5 · outbound

This paper cites Bielecki, Igor Cialenco, and Marek Rutkowski.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Bielecki, Igor Cialenco, and Marek Rutkowski

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.875949Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation bc3afc2e-7b69-40d7-b153-eaa2064550ac · outbound

This paper cites Global portfolio optimization.Financial Analysts Journal, 48(5):28–43, 1992.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Global portfolio optimization.Financial Analysts Journal, 48(5):28–43, 1992

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:18.280153Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 02d932e8-58bf-4686-a494-d72633d8d0a6 · outbound

This paper cites The pricing of options and corporate liabilities.J.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling The pricing of options and corporate liabilities.J

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.860232Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation d81008a7-7edf-4616-a23d-2be568f5f7e1 · outbound

This paper cites Large-scale machine learning with stochastic gradient descent.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Large-scale machine learning with stochastic gradient descent

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.849708Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 3a6105d6-1e5e-43e4-a968-f4efc815a8a7 · outbound

This paper cites Stochastic gradient descent tricks.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Stochastic gradient descent tricks

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:18.711724Z

Source-reported events for the cited work

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Observation 6322debe-9c20-472a-9ce2-33da302ac650 · outbound

This paper cites Buehler, L.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Buehler, L

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.833240Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation c074c6ec-47ee-4481-b4f5-b86df2ecd00d · outbound

This paper cites Deep hedging.Quantitative Finance, 19(8):1271– 1291, 2019.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Deep hedging.Quantitative Finance, 19(8):1271– 1291, 2019

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.823351Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 9f7429e8-fac5-4e5f-8d02-8d7f95e42526 · outbound

This paper cites A Data-driven Market Simulator for Small Data Environments.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A Data-driven Market Simulator for Small Data Environments

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:19.215434Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a59a20fb-55c3-4b96-8a31-bbe100021fed · outbound

This paper cites A data-driven market simulator for small data environments.SSRN Electronic Journal, 2020.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A data-driven market simulator for small data environments.SSRN Electronic Journal, 2020

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.813130Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation d90501ea-034b-4362-ad79-33339a75112e · outbound

This paper cites Deep Bellman Hedging.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Deep Bellman Hedging

Reference 14

Resolution: verified exact; local_arxiv, observed 2026-08-07T05:44:28.979990Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation be82456c-e683-4aa7-baee-b0ea38acab53 · outbound

This paper cites Campbell, Andrew W.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Campbell, Andrew W

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.802556Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation bcd15add-3513-477d-b75f-6e435329d55f · outbound

This paper cites Algorithms for cvar optimization in mdps.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Algorithms for cvar optimization in mdps

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.792397Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 6a455a9a-2d04-43f7-bfb0-d649ff78b6fd · outbound

This paper cites Risk-sensitive and robust decision-making: a CVaR optimization approach.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Risk-sensitive and robust decision-making: a CVaR optimization approach

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.782087Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation bb984e54-b4a8-404b-b3dd-dfdb1c482f02 · outbound

This paper cites Springer, 2017.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Springer, 2017

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.771923Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 4f66f458-95b8-45a9-b54d-350ca665b333 · outbound

This paper cites Springer, 2001.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Springer, 2001

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.761578Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 84dd3e0b-df05-4be3-bd62-cb43bff7097a · outbound

This paper cites Model uncertainty and its impact on the pricing of derivative instruments.Math.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Model uncertainty and its impact on the pricing of derivative instruments.Math

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.750424Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation e8e38a92-82a9-40e1-b1e4-28232d64b879 · outbound

This paper cites Risk measures under model uncertainty: a bayesian viewpoint, 2022.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Risk measures under model uncertainty: a bayesian viewpoint, 2022

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.739679Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 5716cec6-85a2-499a-aa45-e8753fd4fce3 · outbound

This paper cites Istituto italiano degli attuari, 1940.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Istituto italiano degli attuari, 1940

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.728741Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation d63f97f3-87dc-4c83-8357-a22cc1c0e2d2 · outbound

This paper cites Distributionally robust optimization under moment uncertainty with application to data-driven problems.Operations Research, 58(3):595–612, 2010.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Distributionally robust optimization under moment uncertainty with application to data-driven problems.Operations Research, 58(3):595–612, 2010

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.717235Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 48c6dab6-3d6c-40ba-b488-207af3b6f2ab · outbound

This paper cites A theoretical framework for the pricing of contingent claims in the presence of model uncertainty.The Annals of Applied Probability, 16(2):827–852, 2006.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A theoretical framework for the pricing of contingent claims in the presence of model uncertainty.The Annals of Applied Probability, 16(2):827–852, 2006

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.706191Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation f22f3c56-0187-4961-a395-2355c3943a58 · outbound

This paper cites Estimate nothing.Quantitative Finance, 14(12):2065–2072, 2014.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Estimate nothing.Quantitative Finance, 14(12):2065–2072, 2014

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.695411Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 7d4504cd-e709-4121-afe9-dcaa827f296f · outbound

This paper cites Princeton University Press, 2010.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Princeton University Press, 2010

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.685441Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 446477d4-5390-49f6-9b4f-f17b5981ca6d · outbound

This paper cites John Wiley & Sons, 2013.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling John Wiley & Sons, 2013

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.675629Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 699db4cd-252f-4d77-bd30-b4578286cd34 · outbound

This paper cites Bootstrap methods: another look at the jackknife.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Bootstrap methods: another look at the jackknife

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:21.729037Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a4926c32-01e0-42ed-821d-dd33626184b4 · outbound

This paper cites Affine processes under parameter uncertainty.Probability, Uncertainty and Quantitative Risk, 4(1):5, 2019.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Affine processes under parameter uncertainty.Probability, Uncertainty and Quantitative Risk, 4(1):5, 2019

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.659330Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 58e33b92-e93d-4779-b7c2-5372cb91e9e2 · outbound

This paper cites De Gruyter, Berlin, Boston, 2004.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling De Gruyter, Berlin, Boston, 2004

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.650064Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 815e4ccc-02e4-449a-8532-18bf74ebfe7b · outbound

This paper cites Portfolio selection with parameter and model uncertainty: A multi-prior approach.Review of Financial Studies, 20(1):41–81, 2007.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Portfolio selection with parameter and model uncertainty: A multi-prior approach.Review of Financial Studies, 20(1):41–81, 2007

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.640756Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 917b9f12-2973-4b4e-ba63-30475ddc0eef · outbound

This paper cites Pairs trading: Performance of a relative-value arbitrage rule.The review of financial studies, 19(3):797–827, 2006.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Pairs trading: Performance of a relative-value arbitrage rule.The review of financial studies, 19(3):797–827, 2006

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.629630Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 11bbbf68-5d01-4b88-acbd-87ceb220c2da · outbound

This paper cites John Wiley & Sons, 2011.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling John Wiley & Sons, 2011

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.523731Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation c9293478-f12b-4483-a130-f3cf4e1b4956 · outbound

This paper cites Robust risk measurement and model risk.Quantitative Finance, 14(1):29–58, 2014.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Robust risk measurement and model risk.Quantitative Finance, 14(1):29–58, 2014

Reference 34

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:22.543465Z

Source-reported events for the cited work

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Observation 5d1c8277-0d18-4f62-a30b-c123d1350804 · outbound

This paper cites Robust portfolio selection problems.Mathematics of Operations Research, 28(1):1–38, 2003.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Robust portfolio selection problems.Mathematics of Operations Research, 28(1):1–38, 2003

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.394328Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation af444b9d-a72e-4afa-be40-5963b958e214 · outbound

This paper cites MIT press, 2016.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling MIT press, 2016

Reference 36

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:22.834397Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f96c9682-61d2-47df-9090-d2e63548bad0 · outbound

This paper cites Managing smile risk.The Best of Wilmott, 1:249–296, 2002.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Managing smile risk.The Best of Wilmott, 1:249–296, 2002

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.272426Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 14591718-d6e2-4f3a-affd-41d1509eff25 · outbound

This paper cites Robust control and model uncertainty.American Economic Review, 91(2):60–66, 2001.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Robust control and model uncertainty.American Economic Review, 91(2):60–66, 2001

Reference 38

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:23.149529Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6e70cb1c-e3c9-425e-8636-3d328cfc4a78 · outbound

This paper cites Sargent.Robustness.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Sargent.Robustness

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:33.170699Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 8880dc50-fcbf-4000-91c7-6c73ca6e43d2 · outbound

This paper cites an unresolved cited work.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Unresolved cited work

Reference 40

Resolution: unresolved; raw_fallback, observed 2026-08-07T05:44:33.114254Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 5fb5c5a5-6242-4916-81b2-49b4e48b9551 · outbound

This paper cites Deep learning in finance and banking: A literature review and classification.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Deep learning in finance and banking: A literature review and classification

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:32.982406Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 41dd9b0a-a89e-40ce-b722-4d777f110161 · outbound

This paper cites an unresolved cited work.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Unresolved cited work

Reference 42

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:25.717927Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1ece129d-e0d1-4716-b4f0-be64417379ac · outbound

This paper cites A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem

Reference 43

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:25.774102Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation bdb959dd-feb0-48a7-9d10-2834fb3f8e97 · outbound

This paper cites Bayes–stein estimation for portfolio analysis.Journal of Financial and Quantitative Analysis, 21(3):279–292, 1986.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Bayes–stein estimation for portfolio analysis.Journal of Financial and Quantitative Analysis, 21(3):279–292, 1986

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:32.850481Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 763cd7c5-1cfa-4c97-8607-71d03ca83df1 · outbound

This paper cites an unresolved cited work.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Unresolved cited work

Reference 45

Resolution: unresolved; raw_fallback, observed 2026-08-07T05:44:32.729179Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 1bdb0378-7af5-4463-9857-fbcd045a198c · outbound

This paper cites A smooth model of decision making under ambiguity.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A smooth model of decision making under ambiguity

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:32.597520Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 308f3d9b-5eb3-4e5f-a49e-f5c363f7e554 · outbound

This paper cites Boston and New York, Houghton Mifflin Company, 1921.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Boston and New York, Houghton Mifflin Company, 1921

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:32.430293Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 1822c7d5-914a-4a79-a480-d2951a16e203 · outbound

This paper cites Robust hedging gans: Towards automated robustification of hedging strategies.Applied Mathematical Finance, 31(3):164–201, 2024.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Robust hedging gans: Towards automated robustification of hedging strategies.Applied Mathematical Finance, 31(3):164–201, 2024

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:32.310580Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation a7a2fa9b-a69e-49f1-89f7-4be1e60e6185 · outbound

This paper cites Robust deep hedging.Quantitative Finance, pages 1–16, 2021.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Robust deep hedging.Quantitative Finance, pages 1–16, 2021

Reference 49

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:32.196115Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation d00e1451-1686-4a6c-bca3-73d504bd6d55 · outbound

This paper cites McNeil and Rüdiger Frey.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling McNeil and Rüdiger Frey

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:32.086448Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation e2e6905c-202f-4212-be21-12c6ef59ab0c · outbound

This paper cites optimized.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling optimized

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:31.939258Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation ed83626d-3e1d-4832-b667-d92dded1e6a5 · outbound

This paper cites Data-driven distributionally robust optimization using the wasserstein metric: Performance guarantees and tractable reformulations.Mathematical Programming, 171(1– 2):115–166, 2018.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Data-driven distributionally robust optimization using the wasserstein metric: Performance guarantees and tractable reformulations.Mathematical Programming, 171(1– 2):115–166, 2018

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:31.815906Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 10e05d46-4874-4861-948b-1516a381b9cd · outbound

This paper cites A risk-neutral equilibrium leading to uncertain volatility pricing.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A risk-neutral equilibrium leading to uncertain volatility pricing

Reference 53

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:31.681079Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 3e59d1b3-02cd-4ef0-aa90-18030f1e248f · outbound

This paper cites Pakkanen.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Pakkanen

Reference 54

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:31.454087Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 4eb5edcf-9bf8-4616-bf4e-78033cef21f4 · outbound

This paper cites Sig-wasserstein gans for time series generation.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Sig-wasserstein gans for time series generation

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:31.278204Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation ca8eaa79-83ed-457a-9039-7e90c4529ad3 · outbound

This paper cites Conditional Sig-Wasserstein GANs for Time Series Generation.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Conditional Sig-Wasserstein GANs for Time Series Generation

Reference 56

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:27.549180Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d07951b5-5e26-45cf-ac90-0e20a21e9915 · outbound

This paper cites Deep exploration via bootstrapped dqn.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Deep exploration via bootstrapped dqn

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:31.116200Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 701d77cc-d001-4042-bbb0-d5b24fea4750 · outbound

This paper cites Estimating and backtesting risk under heavy tails.Journal of Empirical Finance, 65:1–22, 2022.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Estimating and backtesting risk under heavy tails.Journal of Empirical Finance, 65:1–22, 2022

Reference 58

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:30.997300Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation c2bf9472-c5fa-4498-a2c3-d02a7b70a177 · outbound

This paper cites A novel scaling approach for unbiased adjustment of risk estimators.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A novel scaling approach for unbiased adjustment of risk estimators

Reference 59

Resolution: verified exact; local_arxiv, observed 2026-08-07T05:44:28.818579Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation df28fc36-d730-4bc6-aa1d-47943c28c3b3 · outbound

This paper cites A stochastic approximation method.The annals of mathematical statistics, pages 400–407, 1951.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling A stochastic approximation method.The annals of mathematical statistics, pages 400–407, 1951

Reference 60

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:27.830397Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a91082f5-0800-4264-a01a-bdbeef5769da · outbound

This paper cites Tyrrell Rockafellar, Stanislav Uryasev, et al.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Tyrrell Rockafellar, Stanislav Uryasev, et al

Reference 61

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:30.864390Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 75777d23-ed35-47ff-a805-36b904c2ead9 · outbound

This paper cites Cam- bridge university press, 2014.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Cam- bridge university press, 2014

Reference 62

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:30.709792Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation b5d7e76f-631a-4c37-b8da-cbb19440a3ee · outbound

This paper cites Shreve.Stochastic calculus for finance.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Shreve.Stochastic calculus for finance

Reference 63

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:28.071242Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c969cf07-c789-4fcc-aef0-d3ca2ac68673 · outbound

This paper cites Shreve.Stochastic calculus for finance.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Shreve.Stochastic calculus for finance

Reference 64

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:30.318353Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation d2930bf8-77c6-4c17-bd0a-f6467789ed79 · outbound

This paper cites Policy Gradient for Coherent Risk Measures.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Policy Gradient for Coherent Risk Measures

Reference 65

Resolution: unresolved; no resolver link, observed 2026-08-07T05:44:28.225911Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 08f5b134-7ef8-4893-a30d-349589f9c67b · outbound

This paper cites John Wiley & Sons, 2000.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling John Wiley & Sons, 2000

Reference 66

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:29.743994Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 35e88fe8-588a-4736-80ab-14944df81e9e · outbound

This paper cites Wand and M.C.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Wand and M.C

Reference 67

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:29.581415Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation d80495f0-1f01-4758-81c5-33f60dead951 · outbound

This paper cites Deep hedging: Learning to simulate equity option markets.SSRN Electronic Journal, 2019.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Deep hedging: Learning to simulate equity option markets.SSRN Electronic Journal, 2019

Reference 68

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:29.424954Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation 6b42abeb-f6bc-48c6-acb6-db8a71b14160 · outbound

This paper cites Quant GANs: deep generation of financial time series.Quant.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Quant GANs: deep generation of financial time series.Quant

Reference 69

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:29.291944Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

Observation f27b2bd1-72ac-4339-b1bc-bf8bd8f74f4f · outbound

This paper cites out-of-sample.

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling out-of-sample

Reference 70

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T05:44:29.147530Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-12T06:34:41.77262+00:00.

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