2 papers
q-fin.CP2025
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
Hans Buehler, Blanka Horvath, Yannick Limmer +1
This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating…
cs.LG2024
When fairness metrics fail: A utility-based perspective on -fairness
Tolulope Fadina, Thorsten Schmidt
Fairness in decision-making processes is often quantified using probabilistic metrics. However, these metrics need not reflect the consequences of decisions for the affected indivi…