Keywords: ارزش شرطی در معرض خطر است; Stochastic dominance; Prospect stochastic dominance; Conditional value at risk;
مقالات ISI ارزش شرطی در معرض خطر است (ترجمه نشده)
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Keywords: ارزش شرطی در معرض خطر است; Stochastic model predictive control; Real-time operation; Day-ahead bidding; Wind energy; Pumped hydro storage; Conditional value at risk;
Keywords: ارزش شرطی در معرض خطر است; 35R60; 47B80; 60H35; 65C20; 65N12; 65N22; 65J10; Partial differential equations with random coefficients; Risk averse optimization; Phase field; Topology optimization; Conditional value at risk; Uncertainty quantification;
Keywords: ارزش شرطی در معرض خطر است; Water distribution system; Risk management; Conditional value at risk; Optimal placement of sensors; PROMETHEE;
Keywords: ارزش شرطی در معرض خطر است; Optimization under uncertainty; Stochastic programming; Conditional value at risk; Energy; Virtual power plant;
Keywords: ارزش شرطی در معرض خطر است; Stochastic programming; Risk; Uncertainty; Conditional Value at Risk;
Keywords: ارزش شرطی در معرض خطر است; Green supply chain; Conditional value at risk; Bi-level programming; Robust optimization; KKT-conditions;
Keywords: ارزش شرطی در معرض خطر است; Portfolio theory; Electricity market; Mean variance; Conditional Value at Risk;
Keywords: ارزش شرطی در معرض خطر است; Stochastic Helmholtz equation; Conditional value at risk; Proper orthogonal decomposition; Turbofan noise reduction;
Keywords: ارزش شرطی در معرض خطر است; Humanitarian logistics; Risk analysis; Conditional Value at Risk; Stochastic programming;
Keywords: ارزش شرطی در معرض خطر است; C1; G0; E0; Q0; Commodities; Conditional value at risk; Asian equity markets;
Keywords: ارزش شرطی در معرض خطر است; Multiperiod portfolio investment; Stochastic programming; Conditional value at risk; Moment matching; Superior predictive ability;
Keywords: ارزش شرطی در معرض خطر است; Dynamic mean-risk portfolio selection; Conditional value at risk; Safety-first principle; Stochastic optimization; Martingale approach
Keywords: ارزش شرطی در معرض خطر است; Risk management; Coherent risk measures; Conditional value at risk; Random yield; Risk shaping;
Keywords: ارزش شرطی در معرض خطر است; Conditional Value at Risk; Expected Shortfall; Measures of risk; Risk management
Keywords: ارزش شرطی در معرض خطر است; Oil prices; Renewable energy; Copulas; Systemic risk; Conditional value at risk; C58; G10; Q42;
Keywords: ارزش شرطی در معرض خطر است; Conditional value at risk; Energy efficiency; Incentive mechanisms; Uncertainty; D47; D81; D82; L94;
Keywords: ارزش شرطی در معرض خطر است; Electricity market; Bilateral contracts; Dynamic programming; Conditional Value at Risk; Time-consistent risk measure; Future utility function
Keywords: ارزش شرطی در معرض خطر است; Conditional value at risk; Integrated risk management; Locational electricity prices; Power portfolio optimization; Scenario tree construction; Stochastic programming
Keywords: ارزش شرطی در معرض خطر است; Conditional value at risk; Design and planning; End of life products; Reverse supply chain; Two-stage stochastic programming
Keywords: ارزش شرطی در معرض خطر است; Conditional systemic risk measure; Conditional aggregation; Risk-consistent properties; Conditional value at risk; Conditional expected short fall;
Keywords: ارزش شرطی در معرض خطر است; Conditional value at risk; Value at risk; Layer reinsurance; Wang's premium principle; Dutch premium principle;
Keywords: ارزش شرطی در معرض خطر است; C14; C32; G11; G15; Long memory; Portfolio optimization; Copulas; Goodness of fit tests; Wavelets; Stability tests; Conditional value at risk;
Keywords: ارزش شرطی در معرض خطر است; Supply network planning; Robust optimization; Stochastic demand; Conditional value at risk; Linearization
Keywords: ارزش شرطی در معرض خطر است; Disaster prevention; Emergency logistics; Network reliability; Stochastic programming; Conditional Value at Risk; Risk management
Inventory optimization of airport perishable emergency supplies with replacement strategy facing stochastic occurrence time by CVaR approach
Keywords: ارزش شرطی در معرض خطر است; Conditional value at risk; Replacement strategy; Stochastic occurrence time; Limited warehousing time; Perishable emergency supplies;
Robust Smart Energy Efficient Production Planning for a general Job-Shop Manufacturing System under combined demand and supply uncertainty in the presence of grid-connected microgrid
Keywords: ارزش شرطی در معرض خطر است; Energy efficient production planning; Microgrid; Mixed integer linear programming; Robust optimization; Conditional value at risk; Job-shop manufacturing system; Lot-sizing;
Portfolio performance evaluation in Mean-CVaR framework: A comparison with non-parametric methods value at risk in Mean-VaR analysis
Keywords: ارزش شرطی در معرض خطر است; Portfolio; Data Envelopment Analysis; Negative data; Value at risk; Conditional value at risk; Efficiency;
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Keywords: ارزش شرطی در معرض خطر است; C58; F37; G11; G14; Oil prices; Currency markets; Conditional Value at Risk; Copula; Multiresolution approach;
Effects of risk-aversion on competing shipping lines' pricing strategies with uncertain demands
Keywords: ارزش شرطی در معرض خطر است; Container shipping; Pricing; Risk-averse; Uncertainty; Conditional value at risk;
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Keywords: ارزش شرطی در معرض خطر است; Uncertainty modeling; Credit risk; Conditional Value at Risk; Conditional probability of default; Capital buffers
Systemic risk in European sovereign debt markets: A CoVaR-copula approach
Keywords: ارزش شرطی در معرض خطر است; Value at risk; Conditional value at risk; Systemic risk; Copulas; Eurozone debt crisisC58; G01; G23; G32
Optimal reinsurance subject to Vajda condition
Keywords: ارزش شرطی در معرض خطر است; Cost of capital; Conditional value at risk; Value at risk; Optimal reinsurance; Vajda condition;
Keywords: ارزش شرطی در معرض خطر است; G11; G12; G14Value at risk; Conditional value at risk; Discrete time pricing model; Good deal
A coupled agent-based risk-based optimization model for integrated urban water management
Keywords: ارزش شرطی در معرض خطر است; Integrated urban water management; Conditional value at risk; Agent-based model (ABM); Social choices and bargaining methods; LARS-WG; MODFLOW;
Modelling tail credit risk using transition matrices
Keywords: ارزش شرطی در معرض خطر است; Credit models; Conditional Value at Risk; Probability of default; Transition matrix
Haezendonck-Goovaerts risk measures and Orlicz quantiles
Keywords: ارزش شرطی در معرض خطر است; IM30; IE13; G22; Orlicz premiums; Haezendonck-Goovaerts risk measures; Conditional value at risk; Quantiles; Expectiles;
Optimal reinsurance under variance related premium principles
Keywords: ارزش شرطی در معرض خطر است; Conditional value at risk; Value at risk; Layer reinsurance; Variance premium principle; Standard deviation premium principle;
The sovereign property of foreign reserve investment in China: A CVaR approach
Keywords: ارزش شرطی در معرض خطر است; C61; F49; G11; Foreign reserves; Sovereign property; Conditional value at risk;
Assessing the effect of wind power uncertainty on profitability
Keywords: ارزش شرطی در معرض خطر است; Wind power; Bootstrapping; Measure-Correlate-Predict Method; Conditional Value at Risk; Internal Rate of Return
Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints
Keywords: ارزش شرطی در معرض خطر است; G11; G15; G2; G23; H3; H55; H71; J26; J32; Public pensions; Defined benefit; Funding; Investing; Contribution rate risk; Conditional Value at Risk;
On the effectiveness of scenario generation techniques in single-period portfolio optimization
Keywords: ارزش شرطی در معرض خطر است; Risk management; Conditional value at risk; Portfolio optimization; Scenario generation; Mixed integer linear programming
On Haezendonck risk measures
Keywords: ارزش شرطی در معرض خطر است; 60G42; 60G44; G11; G12; G13; Premium principles; Orlicz norms; Risk measures; Coherent risk measures; Law invariant risk measures; Conditional Value at Risk; Inf-convolution;
Robust optimization of conditional value at risk and portfolio selection
Keywords: ارزش شرطی در معرض خطر است; C0; C1; G0; N2; Coherent risk measures; Conditional value at risk; Robust optimization;
The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
Keywords: ارزش شرطی در معرض خطر است; G11; C22; C51; C52; Conditional value at risk; GARCH; Skewed generalized t distribution; Conditional skewness and kurtosis;
The Mekong-applications of value at risk (VaR) and conditional value at risk (CVaR) simulation to the benefits, costs and consequences of water resources development in a large river basin
Keywords: ارزش شرطی در معرض خطر است; Conditional value at risk; Financial loss models; Inland fishery; Mekong;
A credit risk model for large dimensional portfolios with application to economic capital
Keywords: ارزش شرطی در معرض خطر است; G18; G21; G31; Economic capital; Value at risk; Conditional value at risk; Credit risk; Credit portfolio model;