Value-at-Risk Optimization with Gaussian Processes

Quoc Phong Nguyen, Zhongxiang Dai, Bryan Kian Hsiang Low, Patrick Jaillet. Value-at-Risk Optimization with Gaussian Processes. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 8063-8072, PMLR, 2021. [doi]

Authors

Quoc Phong Nguyen

This author has not been identified. Look up 'Quoc Phong Nguyen' in Google

Zhongxiang Dai

This author has not been identified. Look up 'Zhongxiang Dai' in Google

Bryan Kian Hsiang Low

This author has not been identified. Look up 'Bryan Kian Hsiang Low' in Google

Patrick Jaillet

This author has not been identified. Look up 'Patrick Jaillet' in Google