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Coherent risk measure

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Coherent risk measure

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Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

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Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

Improved Inference On Risk Measures For Univariate Extremes

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Mean-Covariance Robust Risk Measurement

Essays in Banking and Financial Regulation

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls

Essays in Banking and Financial Regulation

Improved Inference On Risk Measures For Univariate Extremes

Chance-Constrained Trajectory Planning With Multimodal Environmental Uncertainty

Mean-Covariance Robust Risk Measurement