Washington, DC 20052
United States
George Washington University
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pricing, revenue management, credit risk, marginal risk, Value-at-Risk, Conditional Value-at-Risk, willingness-to-pay, mixed-integer nonlinear stochastic programming
Market Risk, Portfolio Optimization, Stochastic Programming, Markowitz, Trading Constraints, Idiosyncratic risk, Integer Programming
credit risk rating, country risk, combinatorial optimization, logical analysis of data
credit risk rating, bank creditworthiness, Logical Analysis of Data, combinatorial pattern extraction
Data-Driven Optimization, Distributionally Robust Optimization, Reward-Risk Ratio, Risk-Adjusted Return Financial Measure, Wasserstein Metric, Ambiguous Expectation Constraint
Online Advertising, Gini Index, Lorenz Curve, Decomposition Method
Distributionally Robust Optimization, Chance-Constrained Programming, Wasserstein Metric
Index Fund, Portfolio Optimization, Risk-Averse, Stochastic Programming, Trading Constraint
Distributionally Robust Optimization, STARR Performance Measure, Wasserstein Metric, Conditional Value-at-Risk
Stochastic Optimization, Stochastic Dual Dynamic Programming, Regularization, Portfolio Selection, Market Impact Costs
MEDEVAC, Military Trauma Care, Endogenous Uncertainty, Mixed-Integer Nonlinear Programming, Spatial Branch-and-Bound Algorithm, Relaxation and Restriction Problems
Programming, stochastic, Probability, Combinatorial Pattern, Probabilistic Constraint, Boolean Programming
Stochastic Programming, Boolean Function, Joint Probabilistic Constraint, Random Technology Matrix, Minorant, Threshold Function
Credit Risk, Country Risk, Relative Creditworthiness, Data Mining, Rating, Preorder, Logical Analysis of Data
