We address the problem of evaluating the risk of a given model accurately at minimal labeling costs. This problem occurs in situations in which risk estimates cannot be obtained f...
Christoph Sawade, Niels Landwehr, Steffen Bickel, ...
This paper presents some new concepts and procedures for financial risk management. To complement the use of value at risk a new concept, upside potential or opportunity value as ...
Early diagnosis and treatment of patients at high risk of developing fragility fractures is crucial in the management of osteoporosis. In this paper we propose to estimate the ris...
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
Information systems require awareness of risks and a good understanding of vulnerabilities and their exploitations. In this paper, we propose a novel approach for the systematic as...