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math.OC2021★ 1 cited
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function
Dong-Young Lim, Ariel Neufeld, Sotirios Sabanis +1
We consider non-convex stochastic optimization problems where the objective functions have super-linearly growing and discontinuous stochastic gradients. In such a setting, we prov…
math.OC2021
A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning
Qikun Xiang, Ariel Neufeld, Gareth W. Peters +2
The cyber risk insurance market is at a nascent stage of its development, even as the magnitude of cyber losses is significant and the rate of cyber loss events is increasing. Exis…