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]
@inproceedings{MaL00P20, title = {Understanding distributional ambiguity via non-robust chance constraint}, author = {Shumin Ma and Cheuk Hang Leung and Qi Wu 0009 and Wei Liu 0005 and Nanbo Peng}, year = {2020}, doi = {10.1145/3383455.3422522}, url = {https://doi.org/10.1145/3383455.3422522}, researchr = {https://researchr.org/publication/MaL00P20}, cites = {0}, citedby = {0}, booktitle = {ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020}, editor = {Tucker Balch}, publisher = {ACM}, isbn = {978-1-4503-7584-9}, }