Risk Management

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ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall

 📊Econometrics  Content type: Academic
arxiv.org·

Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS

 📊Quantitative Finance  Content type: Academic
arxiv.org·

Asymptotic Optimality of Thompson Sampling for Risk-Averse Bandits with Sub-Gaussian Rewards

 ⚖️Portfolio Optimization  Content type: Academic
arxiv.org·

Conformal Risk-Averse Decision Making with Action Conditional Guarantee

 🎯RLHF  Content type: Academic
arxiv.org·

Risk-Aware Planning for Transit Desert Remediation Under Demand Uncertainty

 🎮Reinforcement Learning  Content type: Academic
arxiv.org·

GIFT: LLM-Guided State-Reward Interface for Financial Reinforcement Learning

 🎮Reinforcement Learning  Content type: Academic
arxiv.org·

Multi-Agent Next-Best-View Optimization for Risk-Averse Planning

 🎮Reinforcement Learning  Content type: Academic
arxiv.org·

Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off

 ⚛️Quantum Computing  Content type: Academic
arxiv.org·

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