El Mehdi Haress

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Matthew J. Holland
11 publications
Yaozhong Hu
6 publications

Learning with CVaR-based feedback under potentially heavy tails

We study learning algorithms that seek to minimize the conditional value...
06/03/2020 ∙ by Matthew J. Holland, et al. ∙ 0 ∙ share

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Estimation Of all parameters in the Fractional Ornstein-Uhlenbeck model under discrete observations

Let the Ornstein-Uhlenbeck process (X_t)_t>0 driven by a fractional Brow...
04/10/2020 ∙ by El Mehdi Haress, et al. ∙ 0 ∙ share

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