4 papers
Cross-Validation of Open-Source Quantum Network Simulators
Joaquin Chung, Michal Hajdušek, Naphan Benchasattabuse +9
We present a comparative analysis of two open-source quantum network simulators, QuISP and SeQUeNCe, focusing on cross-validation of basic networking tasks to ensure consistency an…
Distributionally Robust Reinsurance under Robust Optimized Certainty Equivalent Risk Measure
Xinqiao Xie, Taizhong Hu, Tiantian Mao
In this paper, we introduce a class of preference robust risk measures-\emph{robust optimized certainty equivalents} (ROCE)-which encompasses several widely used measures, includin…
Wasserstein Distributionally Robust Quantile Regression
Chunxu Zhang, Tiantian Mao, Ruodu Wang
We study distributionally robust quantile regression using type- Wasserstein ambiguity sets. We derive a closed-form expression for the worst-case quantile regression loss under…
Estimation of the Adjusted Standard-deviatile for Extreme Risks
Haoyu Chen, Tiantian Mao, Fan Yang
In this paper, we modify the Bayes risk for the expectile, the so-called variantile risk measure, to better capture extreme risks. The modified risk measure is called the adjusted…