JMLR: Workshop and Conference Proceedings vol 40:1–13, 2015 Bandit Convex Optimization: √

Source URL: jmlr.org

• Mathematical optimization
• Mathematical analysis
• Convex analysis
• Convex function
• Analysis
• Regret
• Loss function
• Expected value
• Lipschitz continuity

Are Stocks Really Less Volatile in the Long Run? ˇ ´ LUBO Sˇ PASTOR

Source URL: www.q-group.org

• Statistics
• Data analysis
• Analysis
• Mathematical finance
• Least squares
• Variance
• Standard deviation
• Volatility
• Coefficient of determination
• Autoregressive model
• Covariance and contravariance
• Expected value

MAXIMUM ENTROPY GAUSSIAN APPROXIMATIONS FOR THE NUMBER OF INTEGER POINTS AND VOLUMES OF POLYTOPES Alexander Barvinok and J.A. Hartigan January 2010

Source URL: www.math.lsa.umich.edu

• Statistics
• Mathematical analysis
• Probability
• Probability distributions
• Information theory
• Randomness
• Infinitely divisible probability distributions
• Normal distribution
• Central limit theorem
• Entropy
• Geometric distribution
• Expected value

Edge Pricing of Multicommodity Networks for Heterogeneous Selfish Users George Karakostas ∗ Department of Computing and Software McMaster University

Source URL: www.cas.mcmaster.ca

• Operations research
• Convex optimization
• Expected value
• Linear programming
• Mathematical optimization
• Duality

VaR and ES Holy Triangle How Superadditive Can It Be?

Source URL: sas.uwaterloo.ca

• Financial risk
• Actuarial science
• Mathematical finance
• Economy
• Applied mathematics
• Finance
• Value at risk
• Expected shortfall
• Variance
• Superadditivity
• Risk measure
• Coherent risk measure

CHARLES ENGEL Some New Variance Bounds for Asset Prices When equity prices are determined as the discounted sum of current and expected future dividends, Shillerand LeRoy and Porterderived a relationship

Source URL: www.ssc.wisc.edu

• Statistics
• Mathematical finance
• Variance
• Applied mathematics
• Value at risk
• Economy

Review of International Economics, 15(2), 414–429, 2007 International Trade, Hedging, and the Demand for Forward Contracts* Jens Eisenschmidt and Klaus Wälde

Source URL: www.waelde.com

• Economy
• Forward contract
• Finance
• Money
• Futures contract
• Hedge
• Derivative
• Expected value
• Forward price
• Utility
• Economics

Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates Giovanni Puccettia , Bin Wangb , Ruodu Wangc,∗ a School of Economics and Management, University of Firenze, 50127 Firenze, Italy. Te

Source URL: sas.uwaterloo.ca

• Mathematical analysis
• Statistics
• Probability
• Probability distributions
• Distribution
• Expected value
• Variance
• Uniform distribution
• Relationships among probability distributions
• Central limit theorem

The efficiency of optimal taxes George Karakostas1 ? Stavros G. Kolliopoulos2??

Source URL: www.cas.mcmaster.ca

• Expected value
• Game theory
• Price of anarchy

Monte Carlo simulation in MS Excel The Monte Carlo method is based on the generation of multiple trials to determine the expected value of a random variable. The basis of the method is provided by the following relations

Source URL: cdn.projectsmart.co.uk