1 resultado para Dairy cattle Breeding Australia Statistics Data processing
em KUPS-Datenbank - Universität zu Köln - Kölner UniversitätsPublikationsServer
Filtro por publicador
- KUPS-Datenbank - Universität zu Köln - Kölner UniversitätsPublikationsServer (1)
- Abertay Research Collections - Abertay University’s repository (1)
- Aberystwyth University Repository - Reino Unido (2)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (6)
- Aquatic Commons (15)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (3)
- Archimer: Archive de l'Institut francais de recherche pour l'exploitation de la mer (2)
- Archive of European Integration (37)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (5)
- Aston University Research Archive (22)
- Avian Conservation and Ecology - Eletronic Cientific Hournal - Écologie et conservation des oiseaux: (1)
- Biblioteca de Teses e Dissertações da USP (2)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (9)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (7)
- Biblioteca Digital de Teses e Dissertações Eletrônicas da UERJ (3)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (24)
- Brock University, Canada (1)
- Bulgarian Digital Mathematics Library at IMI-BAS (6)
- CaltechTHESIS (3)
- Cambridge University Engineering Department Publications Database (6)
- CentAUR: Central Archive University of Reading - UK (38)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (78)
- Cochin University of Science & Technology (CUSAT), India (1)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (5)
- CORA - Cork Open Research Archive - University College Cork - Ireland (6)
- CUNY Academic Works (2)
- Dalarna University College Electronic Archive (3)
- Deakin Research Online - Australia (70)
- DI-fusion - The institutional repository of Université Libre de Bruxelles (1)
- Digital Commons - Michigan Tech (1)
- Digital Commons - Montana Tech (1)
- Digital Commons at Florida International University (6)
- Digital Peer Publishing (1)
- DigitalCommons - The University of Maine Research (1)
- DigitalCommons@The Texas Medical Center (2)
- DigitalCommons@University of Nebraska - Lincoln (2)
- Duke University (3)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (15)
- Helda - Digital Repository of University of Helsinki (12)
- Indian Institute of Science - Bangalore - Índia (12)
- Infoteca EMBRAPA (1)
- Instituto Politécnico de Viseu (3)
- Iowa Publications Online (IPO) - State Library, State of Iowa (Iowa), United States (1)
- Martin Luther Universitat Halle Wittenberg, Germany (1)
- National Center for Biotechnology Information - NCBI (1)
- Nottingham eTheses (1)
- Open University Netherlands (1)
- Plymouth Marine Science Electronic Archive (PlyMSEA) (4)
- Portal de Revistas Científicas Complutenses - Espanha (1)
- Publishing Network for Geoscientific & Environmental Data (12)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (16)
- Queensland University of Technology - ePrints Archive (124)
- Repositório Alice (Acesso Livre à Informação Científica da Embrapa / Repository Open Access to Scientific Information from Embrapa) (4)
- Repositório digital da Fundação Getúlio Vargas - FGV (1)
- Repositorio Institucional da UFLA (RIUFLA) (1)
- Repositório Institucional da Universidade de Aveiro - Portugal (1)
- Repositório Institucional da Universidade Estadual de São Paulo - UNESP (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (126)
- Savoirs UdeS : plateforme de diffusion de la production intellectuelle de l’Université de Sherbrooke - Canada (1)
- Universidad de Alicante (5)
- Universidad del Rosario, Colombia (1)
- Universidad Politécnica de Madrid (13)
- Universidade Complutense de Madrid (3)
- Universidade dos Açores - Portugal (1)
- Universidade Federal de Uberlândia (1)
- Universidade Federal do Rio Grande do Norte (UFRN) (1)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (18)
- University of Michigan (95)
- University of Queensland eSpace - Australia (39)
- University of Southampton, United Kingdom (2)
- University of Washington (3)
- WestminsterResearch - UK (2)
Resumo:
This thesis builds a framework for evaluating downside risk from multivariate data via a special class of risk measures (RM). The peculiarity of the analysis lies in getting rid of strong data distributional assumptions and in orientation towards the most critical data in risk management: those with asymmetries and heavy tails. At the same time, under typical assumptions, such as the ellipticity of the data probability distribution, the conformity with classical methods is shown. The constructed class of RM is a multivariate generalization of the coherent distortion RM, which possess valuable properties for a risk manager. The design of the framework is twofold. The first part contains new computational geometry methods for the high-dimensional data. The developed algorithms demonstrate computability of geometrical concepts used for constructing the RM. These concepts bring visuality and simplify interpretation of the RM. The second part develops models for applying the framework to actual problems. The spectrum of applications varies from robust portfolio selection up to broader spheres, such as stochastic conic optimization with risk constraints or supervised machine learning.