Financial Services
Encompassing a broad range of offerings, financial services play a pivotal role in facilitating transactions, managing risks, and supporting economic growth. Constant innovation and adaptability characterize this industry.
Tail Probabilities of Random Linear Functions of Regularly Varying Random Vectors
B. Das, V. Fasen-Hartmann and C. Klüppelberg, 2022, Extremes, 25, 721-758, https://arxiv.org/abs/1904.06824
On the Heavy-tail Behavior of the Distributionally Robust Newsvendor
B. Das, A. Dhara and K. Natarajan69, 2021, Operations Research, 69 (4), 1077-1099, https://arxiv.org/abs/1806.05379
Worst-case Expected Shortfall with Univariate and Bivariate Marginals
A. Dhara, B. Das and K. Natarajan, 2021, Informs Journal on Computing, 33(1), 370-389, https://arxiv.org/abs/1701.04167
An Augmented Lagrangian Method with Constraint Generation for Shape-constrained Convex Regression Problems
M. Lin, D. Sun, and K-C. Toh, Mathematical Programming Computation, 14(2), 223-270, https://link.springer.com/article/10.1007/s12532-021-00210-0