Understanding distributional ambiguity via non-robust chance constraint

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]

Authors

Shumin Ma

This author has not been identified. Look up 'Shumin Ma' in Google

Cheuk Hang Leung

This author has not been identified. Look up 'Cheuk Hang Leung' in Google

Qi Wu 0009

This author has not been identified. Look up 'Qi Wu 0009' in Google

Wei Liu 0005

This author has not been identified. Look up 'Wei Liu 0005' in Google

Nanbo Peng

This author has not been identified. Look up 'Nanbo Peng' in Google