1 resultado para Knowledge Technologies and Applications
em KUPS-Datenbank - Universität zu Köln - Kölner UniversitätsPublikationsServer
Filtro por publicador
- JISC Information Environment Repository (1)
- KUPS-Datenbank - Universität zu Köln - Kölner UniversitätsPublikationsServer (1)
- Aberdeen University (1)
- Abertay Research Collections - Abertay University’s repository (1)
- Academic Archive On-line (Stockholm University; Sweden) (1)
- Academic Research Repository at Institute of Developing Economies (2)
- Acceda, el repositorio institucional de la Universidad de Las Palmas de Gran Canaria. España (2)
- AMS Campus - Alm@DL - Università di Bologna (1)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (26)
- AMS Tesi di Laurea - Alm@DL - Università di Bologna (14)
- Andina Digital - Repositorio UASB-Digital - Universidade Andina Simón Bolívar (1)
- Applied Math and Science Education Repository - Washington - USA (2)
- Aquatic Commons (1)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (10)
- Archive of European Integration (21)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (1)
- Aston University Research Archive (73)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (14)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP) (8)
- Biodiversity Heritage Library, United States (2)
- Bioline International (4)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (61)
- Brock University, Canada (4)
- Bucknell University Digital Commons - Pensilvania - USA (1)
- Bulgarian Digital Mathematics Library at IMI-BAS (34)
- CaltechTHESIS (2)
- CentAUR: Central Archive University of Reading - UK (75)
- Cochin University of Science & Technology (CUSAT), India (8)
- Coffee Science - Universidade Federal de Lavras (1)
- Collection Of Biostatistics Research Archive (1)
- Comissão Econômica para a América Latina e o Caribe (CEPAL) (10)
- Consorci de Serveis Universitaris de Catalunya (CSUC), Spain (23)
- Cor-Ciencia - Acuerdo de Bibliotecas Universitarias de Córdoba (ABUC), Argentina (1)
- CORA - Cork Open Research Archive - University College Cork - Ireland (4)
- Corvinus Research Archive - The institutional repository for the Corvinus University of Budapest (6)
- CUNY Academic Works (1)
- Dalarna University College Electronic Archive (1)
- Department of Computer Science E-Repository - King's College London, Strand, London (14)
- Digital Commons - Michigan Tech (4)
- Digital Commons at Florida International University (19)
- Digital Peer Publishing (4)
- DigitalCommons@The Texas Medical Center (4)
- DigitalCommons@University of Nebraska - Lincoln (1)
- Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland (29)
- DRUM (Digital Repository at the University of Maryland) (2)
- Duke University (2)
- eScholarship Repository - University of California (1)
- Galway Mayo Institute of Technology, Ireland (1)
- Illinois Digital Environment for Access to Learning and Scholarship Repository (2)
- Institute of Public Health in Ireland, Ireland (2)
- Instituto Nacional de Saúde de Portugal (1)
- Instituto Politécnico de Viseu (2)
- Instituto Politécnico do Porto, Portugal (18)
- Instituto Superior de Psicologia Aplicada - Lisboa (1)
- Iowa Publications Online (IPO) - State Library, State of Iowa (Iowa), United States (3)
- Martin Luther Universitat Halle Wittenberg, Germany (4)
- Massachusetts Institute of Technology (4)
- Memoria Académica - FaHCE, UNLP - Argentina (1)
- Memorial University Research Repository (2)
- Ministerio de Cultura, Spain (4)
- National Center for Biotechnology Information - NCBI (3)
- Nottingham eTheses (1)
- Portal de Revistas Científicas Complutenses - Espanha (1)
- QSpace: Queen's University - Canada (1)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (2)
- Repositório Científico da Universidade de Évora - Portugal (4)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (6)
- Repositório digital da Fundação Getúlio Vargas - FGV (2)
- Repositório Digital da UNIVERSIDADE DA MADEIRA - Portugal (1)
- Repositório Institucional da Universidade de Aveiro - Portugal (4)
- Repositorio Institucional de la Universidad de Málaga (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (30)
- Repositorio Institucional Universidad de Medellín (1)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (11)
- School of Medicine, Washington University, United States (2)
- Scielo Saúde Pública - SP (15)
- Scientific Open-access Literature Archive and Repository (1)
- Scottish Institute for Research in Economics (SIRE) (SIRE), United Kingdom (1)
- Universidad de Alicante (6)
- Universidad del Rosario, Colombia (2)
- Universidad Politécnica de Madrid (39)
- Universidade Complutense de Madrid (1)
- Universidade do Minho (5)
- Universitat de Girona, Spain (3)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (3)
- Université de Lausanne, Switzerland (17)
- Université de Montréal, Canada (7)
- University of Canberra Research Repository - Australia (1)
- University of Connecticut - USA (1)
- University of Michigan (69)
- University of Queensland eSpace - Australia (62)
- University of Southampton, United Kingdom (7)
- University of Washington (4)
- WestminsterResearch - UK (1)
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.