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q-fin.MF2026
Mixing-Law Uncertainty in Multivariate Normal Mean-Variance Mixtures: Semi-parametric Estimation and Robust Cumulative-Prospect Decisions
Nuerxiati Abudurexiti
The distribution of a normal mean-variance mixture depends on the law of its positive mixing variable. We compare six parametric mixing laws with a grid nonparametric maximum likel…
math.OC2026
A Finite-Candidate Distributionally Robust Tri-Objective Newsvendor Model for Energy Storage Capacity Reservation
Nuerxiati Abudurexiti
Energy storage operators often reserve usable capacity before uncertain market opportunities are realized, for example when a day-ahead operator commits capacity for an evening pea…