Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,982 papers · 148 categories

Trend · papers per month

count% of corpus
0.3%0.5%0.8%0.1% · Apr 201919922001200920172026
1 result for “StoROO”
X-Armed Bandits: Optimizing Quantiles, CVaR and Other Risksstat.ML

Algorithm StoROO optimizes risk quantiles and CVaR in stochastic functions.

problem Risk-averse decision making in fields like agriculture, medicine, biology, and finance.
method StoROO is a risk optimization algorithm for stochastic black-box functions, using confidence intervals based on random-size samples.
result StoROO provides tight bounds for quantiles and CVaR, demonstrating a significant impact on optimization.
StoROOrisk optimizationquantilesCVaRstochastic functions
2019-04-17abs ↗pdf ↗