European Conference on Stochastic Optimization Computational Management Science

This joint event will provide a forum for fruitful discussions and interactions among researchers and professionals from industry and institutional sectors on decision making under uncertainty in a complex world. The conference will be within the scopes of both CMS and EWGSO and, in particular, it will focus on models, methods and computational tools in stochastic, robust and distributionally robust optimization and on computational aspects of management science with emphasis on risk management, valuation problems, measurement applications.

My paper presentation:

Title: Diversifying estimation errors with unsupervised machine learning

Author: M. Bartel & S. Stöckl

Year: 2022

Role: Participant and Presenter