View in EDS HTML Full Text PDF Full Text

Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.

Saved in:
Bibliographic Details
Title: Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.
Authors: Lai, Qidong1 (AUTHOR) qidong.lai@my.cityu.edu.hk, Liu, Guangwu1 (AUTHOR) guanliu@cityu.edu.hk, Zhang, Bingfeng2 (AUTHOR) bingfeng.zhang1988@gmail.com, Zhang, Kun3 (AUTHOR) kunzhang@ruc.edu.cn
Source: INFORMS Journal on Computing. Jul/Aug2025, Vol. 37 Issue 4, p1087-1105. 19p.
Database: Business Source Ultimate
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 187796566
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Lai%2C+Qidong%22">Lai, Qidong</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> qidong.lai@my.cityu.edu.hk</i><br /><searchLink fieldCode="AR" term="%22Liu%2C+Guangwu%22">Liu, Guangwu</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> guanliu@cityu.edu.hk</i><br /><searchLink fieldCode="AR" term="%22Zhang%2C+Bingfeng%22">Zhang, Bingfeng</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> bingfeng.zhang1988@gmail.com</i><br /><searchLink fieldCode="AR" term="%22Zhang%2C+Kun%22">Zhang, Kun</searchLink><relatesTo>3</relatesTo> (AUTHOR)<i> kunzhang@ruc.edu.cn</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22INFORMS+Journal+on+Computing%22">INFORMS Journal on Computing</searchLink>. Jul/Aug2025, Vol. 37 Issue 4, p1087-1105. 19p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=187796566
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1287/ijoc.2023.0394
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 19
        StartPage: 1087
    Titles:
      – TitleFull: Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Lai, Qidong
      – PersonEntity:
          Name:
            NameFull: Liu, Guangwu
      – PersonEntity:
          Name:
            NameFull: Zhang, Bingfeng
      – PersonEntity:
          Name:
            NameFull: Zhang, Kun
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 07
              Text: Jul/Aug2025
              Type: published
              Y: 2025
          Identifiers:
            – Type: issn-print
              Value: 10919856
          Numbering:
            – Type: volume
              Value: 37
            – Type: issue
              Value: 4
          Titles:
            – TitleFull: INFORMS Journal on Computing
              Type: main
ResultId 1