Sentence examples for conditional value from inspiring English sources

A sufficient condition for this to be unique is that the conditional value functions be concave.

Risk aversion is modelled through the computation of Conditional Value at Risk.

Different risk measures such as "variability index", "downside risk" and "conditional value at risk" are integrated within the proposed model.

In this paper, we seek to design portfolios for IT and EI problems using mixed conditional value at risk (MCVaR).

In this context, Conditional Value at Risk (CVaR) has been chosen as a time-consistent and dynamic risk measure.

The risk of the solution under the resulting reserve schedule is controlled by two measures: the LOLP (Loss-of-Load Probability) and the CVaR (Conditional Value at Risk).

Two measures of risk are considered, namely the metrics of mean-absolute deviation (MAD) and Conditional Value-at-Risk (CVaR).

In addition, we extend the model to address risk management using the Conditional Value-at-Risk (CVaR) metric.

The proposed framework uses a nested conditional value-at-risk (nCVaR) metric to find compromise solutions among conflicting random objectives.

This paper uses conditional value-at-risk (CVaR) measures to model risks associated with the decisions in a stochastic environment.

These results lead to a general framework for inference and model specification testing of extreme conditional value-at-risk for financial time series data.