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Siddharth Gupte

1 paper hereh-index 2106 citations22 works total

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  • q-fin.RM1

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q-fin.RM2023

Divergence Based Quadrangle and Applications

Anton Malandii, Siddhartha Gupte, Cheng Peng +1

This paper introduces a novel framework for assessing risk and decision-making in the presence of uncertainty, the \emph{φ-Divergence Quadrangle}. This approach expands upon the…

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