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]
@inproceedings{NguyenDLJ21, title = {Value-at-Risk Optimization with Gaussian Processes}, author = {Quoc Phong Nguyen and Zhongxiang Dai and Bryan Kian Hsiang Low and Patrick Jaillet}, year = {2021}, url = {http://proceedings.mlr.press/v139/nguyen21b.html}, researchr = {https://researchr.org/publication/NguyenDLJ21}, cites = {0}, citedby = {0}, pages = {8063-8072}, booktitle = {Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event}, editor = {Marina Meila and Tong Zhang 0001}, volume = {139}, series = {Proceedings of Machine Learning Research}, publisher = {PMLR}, }