Value-at-Risk Optimization with Gaussian Processes
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
2022
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| Online Access: | https://hdl.handle.net/1721.1/143695 |
| _version_ | 1826216506529153024 |
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| author | Nguyen, Quoc Phong Dai, Zhongxiang Low, Bryan Kian Hsiang Jaillet, Patrick |
| author2 | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science |
| author_facet | Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science Nguyen, Quoc Phong Dai, Zhongxiang Low, Bryan Kian Hsiang Jaillet, Patrick |
| author_sort | Nguyen, Quoc Phong |
| collection | MIT |
| first_indexed | 2024-09-23T16:48:27Z |
| format | Article |
| id | mit-1721.1/143695 |
| institution | Massachusetts Institute of Technology |
| language | English |
| last_indexed | 2024-09-23T16:48:27Z |
| publishDate | 2022 |
| record_format | dspace |
| spelling | mit-1721.1/1436952023-01-10T16:19:50Z Value-at-Risk Optimization with Gaussian Processes Nguyen, Quoc Phong Dai, Zhongxiang Low, Bryan Kian Hsiang Jaillet, Patrick Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science 2022-07-12T18:24:55Z 2022-07-12T18:24:55Z 2021 2022-07-12T18:16:11Z Article http://purl.org/eprint/type/ConferencePaper https://hdl.handle.net/1721.1/143695 Nguyen, Quoc Phong, Dai, Zhongxiang, Low, Bryan Kian Hsiang and Jaillet, Patrick. 2021. "Value-at-Risk Optimization with Gaussian Processes." INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139, 139. en http://proceedings.mlr.press/v139/nguyen21b.html INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139 Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. application/pdf Proceedings of Machine Learning Research |
| spellingShingle | Nguyen, Quoc Phong Dai, Zhongxiang Low, Bryan Kian Hsiang Jaillet, Patrick Value-at-Risk Optimization with Gaussian Processes |
| title | Value-at-Risk Optimization with Gaussian Processes |
| title_full | Value-at-Risk Optimization with Gaussian Processes |
| title_fullStr | Value-at-Risk Optimization with Gaussian Processes |
| title_full_unstemmed | Value-at-Risk Optimization with Gaussian Processes |
| title_short | Value-at-Risk Optimization with Gaussian Processes |
| title_sort | value at risk optimization with gaussian processes |
| url | https://hdl.handle.net/1721.1/143695 |
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