Niadbaila, Valeria
Versicherungsjahrabhängiges Storno in der privaten Krankenversicherung - Herleitung der Wahrscheinlichkeiten und Einfluss auf die ökonomische Bewertung in der Projektion
Masterarbeit
2024
Multivariate Affine GARCH in portfolio optimization. Analytical solutions and Applications
Working Paper submitted for publication
2024
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction
SIAM Journal on Optimization
2024
34
1
1157-1185
On generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals
Optimization Methods and Software
2024
1-31
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
SIAM Journal on Optimization
2024
34
1
844-869
Interaction Models and Generalized Score Matching for Compositional Data
1-25
Proceedings of Machine Learning Research
The 2nd Learning on Graphs Conference
2024