Value-at-Risk Optimization with Gaussian Processes
Name
nguyen21b.pdf
Description
Published version
Size
1.28 MB
Format
Adobe PDF
Checksum (MD5)
97040f161672a50e4b64d65c7ef2d0e2
Author(s)
Nguyen, Quoc Phong
Dai, Zhongxiang
Low, Bryan Kian Hsiang
Jaillet, Patrick
Date Issued
2021
Journal
INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139
Citation
Nguyen, Quoc Phong, Dai, Zhongxiang, Low, Bryan Kian Hsiang and Jaillet, Patrick. 2021. "Value-at-Risk Optimization with Gaussian Processes." INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 139, 139.
Version
Final published version
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use.
Persistent DSpace Link
DOI of Published Version
http://proceedings.mlr.press/v139/nguyen21b.html
