This is a preview. Log in through your library . Abstract Let F be a finite model of cardinality M and denote by conv(F) its convex hull. The problem of convex aggregation is to construct a procedure ...

Robust estimation and risk minimisation in stochastic processes represent a central domain in modern statistical research. These methods are designed to ensure that statistical predictions remain ...

The concept of risk is more complex than it is typically perceived. When Mark Zuckerberg said that “the biggest risk is not taking any risk,” he was referring to the age-old risk versus innovation ...

Dublin, July 29, 2025 (GLOBE NEWSWIRE) -- The "Additional Risk Minimization Measures (aRMMs) and Their Effectiveness Training Course" training has been added to ResearchAndMarkets.com's offering. This ...

In practical portfolio choice models risk is often defined as value-at-risk (VAR), expected shortfall, maximum loss, Omega function, etc, and is computed from simulated future scenarios of the ...

The expected risk, however, cannot be calculated without knowledge of the true . In contrast to the Bayesian approach of modeling the Frequentist approach approximates the expected risk by the ...