Shumin Ma, Cheuk Hang Leung, Qi Wu 0009, Wei Liu 0005, Nanbo Peng. Understanding distributional ambiguity via non-robust chance constraint. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]
Abstract is missing.