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IEICE Trans

Keyword : conditional value-at-risk

Improved Quantum Approximate Optimization Algorithm Based on Conditional Value-at-Risk for Portfolio Optimization
Qingqing YU Rong JIN 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2025/07/01
Vol. E108-D  No. 7 ; pp. 727-733
Type of Manuscript:  PAPER
Category: Fundamentals of Information Systems
Keyword: 
quantum approximate optimization algorithm, portfolio optimization, quantum computing, conditional value-at-risk, 
 Summary | Full Text:PDF
Risk-Sensitive Learning via Minimization of Empirical Conditional Value-at-Risk
Hisashi KASHIMA 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2007/12/01
Vol. E90-D  No. 12 ; pp. 2043-2052
Type of Manuscript:  PAPER
Category: Artificial Intelligence and Cognitive Science
Keyword: 
risk-sensitive learning, cost-sensitive learning, meta learning, conditional value-at-risk, expected shortfall, 
 Summary | Full Text:PDF