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Stan Uryasev

Identifiers

  • name variant Stan Uryasev 0.60 · backfill

Papers (3)

  1. Exponential Adaptive Smoothing and Importance Sampling for Optimization of the Conditional Value-at-Risk math.OC · 2026 · author #5
  2. Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation q-fin.RM · 2018 · author #3
  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