Events by date

«Previous

Friday, September 9, 2022

Next »
Friday, September 9, 2022 — 1:00 PM EDT

Title: Conditional Value-at-Risk

Speaker: Nathan Benedetto Affiliation: University of Waterloo Location: MC 6029 or contact Rian Neogi for the Zoom link

Abstract: The mean and variance of a probability distribution may not reflect what one wants from a scenario involving uncertainty.In particular, such measures fall short of expressing risk in a way suitable for financial and similar applications.

«

March 2023

»
S M T W T F S
26
27
28
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
1
Return to current month
  1. 2023 (59)
    1. June (7)
    2. May (12)
    3. April (5)
    4. March (17)
    5. February (10)
    6. January (8)
  2. 2022 (150)
    1. December (8)
    2. November (18)
    3. October (15)
    4. September (11)
    5. August (2)
    6. July (17)
    7. June (17)
    8. May (10)
    9. April (12)
    10. March (18)
    11. February (10)
    12. January (13)
  3. 2021 (103)
  4. 2020 (119)
  5. 2019 (167)
  6. 2018 (136)
  7. 2017 (103)
  8. 2016 (137)
  9. 2015 (136)
  10. 2014 (88)
  11. 2013 (48)
  12. 2012 (39)
  13. 2011 (36)
  14. 2010 (40)
  15. 2009 (40)
  16. 2008 (39)
  17. 2007 (15)