Skip to main content
Scour
Browse
Getting Started
Login
Sign Up
You are offline. Trying to reconnect...
Copied to clipboard
Unable to share or copy to clipboard
CVaR
⚠️ CVaR
Specific
Conditional VaR, Tail Risk, Expected Shortfall, Risk Metrics
Filter Results
Timeframe
Fresh
Past Hour
Today
This Week
This Month
Feeds to Scour
Subscribed
All
Scoured
11
posts in
5.2
ms
ReSGA: A Large
Tail
Risk
Model for Learning
Value-at-Risk
and Expected Shortfall
💰
Loss Reserving
Content type:
Academic
arxiv.org
·
6d
6 days ago
Actions for ReSGA: A Large Tail Risk Model for Learning Value-at-Risk and Expected Shortfall
Less-relevant results
Model predictive task sampling for efficient and robust adaptation
⛓️
MCMC
Content type:
Academic
nature.com
·
1d
1 day ago
Actions for Model predictive task sampling for efficient and robust adaptation
Learn quantitative finance with Python from scratch
💼
Portfolio Theory
Content type:
Tutorial
iwtlp.com
·
8h
8 hours ago
·
DEV
Actions for Learn quantitative finance with Python from scratch
Benchmarking Quantum Algorithmic Resilience for
CVaR
Portfolio
Optimization: The Expressibility-Coherence Trade-off
🌪️
Chaos Engineering
Content type:
Academic
arxiv.org
·
1d
1 day ago
Actions for Benchmarking Quantum Algorithmic Resilience for CVaR Portfolio Optimization: The Expressibility-Coherence Trade-off
Commodity
Markets
Are Living on Borrowed Time
🌪️
Catastrophe Modeling
nakedcapitalism.com
·
6d
6 days ago
Actions for Commodity Markets Are Living on Borrowed Time
Risk-Aware
Planning for Transit Desert Remediation Under Demand Uncertainty
🗺️
Flight Management Systems
Content type:
Academic
arxiv.org
·
1d
1 day ago
Actions for Risk-Aware Planning for Transit Desert Remediation Under Demand Uncertainty
Linux latency measurements and compositor tuning
📦
Nixpkgs
Content type:
Blog
farnoy.dev
·
3d
3 days ago
·
Hacker News
,
r/linux_gaming
Actions for Linux latency measurements and compositor tuning
A q-Tsallis Safe Approximation for Chance-Constrained Programs
📉
Loss Distributions
Content type:
Academic
arxiv.org
·
5d
5 days ago
Actions for A q-Tsallis Safe Approximation for Chance-Constrained Programs
Asymptotic Optimality of Thompson Sampling for
Risk-Averse
Bandits with Sub-Gaussian Rewards
💼
Portfolio Theory
Content type:
Academic
arxiv.org
·
1d
1 day ago
Actions for Asymptotic Optimality of Thompson Sampling for Risk-Averse Bandits with Sub-Gaussian Rewards
Conformal
Risk-Averse
Decision Making with Action
Conditional
Guarantee
🌪
extreme value theory
Content type:
Academic
arxiv.org
·
5d
5 days ago
Actions for Conformal Risk-Averse Decision Making with Action Conditional Guarantee
OrderGrad: Optimizing Beyond the Mean with Order-Statistic Policy Gradient Estimation
📐
Gini Coefficient
Content type:
Academic
arxiv.org
·
5d
5 days ago
Actions for OrderGrad: Optimizing Beyond the Mean with Order-Statistic Policy Gradient Estimation
Log in to enable infinite scrolling
Keyboard Shortcuts
Navigation
Next / previous item
j
/
k
Open post
o
or
Enter
Preview post
v
Post Actions
Love post
a
Like post
l
Dislike post
d
Undo reaction
u
Save / unsave
s
Recommendations
Add interest / feed
Enter
Not interested
x
Go to
Home
g
h
Interests
g
i
Feeds
g
f
Likes
g
l
History
g
y
Changelog
g
c
Settings
g
s
Browse
g
b
Search
/
Pagination
Next page
n
Previous page
p
General
Show this help
?
Submit feedback
!
Close modal / unfocus
Esc
Press
?
anytime to show this help