Dylan Troop | DeepAI

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Jia Yuan Yu
23 publications
Fréderic Godin
12 publications

research

∙ 03/08/2021

Bias-Corrected Peaks-Over-Threshold Estimation of the CVaR

The conditional value-at-risk (CVaR) is a useful risk measure in fields ...

0 Dylan Troop, et al. ∙

research

∙ 12/03/2019

Risk-Averse Action Selection Using Extreme Value Theory Estimates of the CVaR

The Conditional Value-at-Risk (CVaR) is a useful risk measure in machine...

0 Dylan Troop, et al. ∙