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most citedLipschitz neural networks are dense in the set of all Lipschitz functions

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q-fin.MF2018

Robust risk aggregation with neural networks

Stephan Eckstein, Michael Kupper, Mathias Pohl

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and tha…