A CVaR Estimation Model Based on Stable Distribution in SPAN System

Lun Cai, Zhihong Deng. A CVaR Estimation Model Based on Stable Distribution in SPAN System. In Linqiang Pan, Jing Liang 0005, Boyang Qu, editors, Bio-inspired Computing: Theories and Applications - 14th International Conference, BIC-TA 2019, Zhengzhou, China, November 22-25, 2019, Revised Selected Papers, Part II. Volume 1160 of Communications in Computer and Information Science, pages 707-712, Springer, 2019. [doi]

Abstract

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