Ruodu Wang

According to our database, Ruodu Wang authored at least 35 papers between 2011 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Joint Mixability and Notions of Negative Dependence.

Takaaki Koike, Liyuan Lin, Ruodu Wang

Math. Oper. Res., 2024

Invariant correlation under marginal transforms.

Takaaki Koike, Liyuan Lin, Ruodu Wang

J. Multivar. Anal., 2024

A theory of multivariate stress testing.

Pietro Millossovich, Andreas Tsanakas, Ruodu Wang

Eur. J. Oper. Res., 2024

Allocation Mechanisms in Decentralized Exchange Markets with Frictions.

Mario Ghossoub, Giulio Principi, Ruodu Wang

CoRR, 2024

2023

Choquet Regularization for Continuous-Time Reinforcement Learning.

Xia Han, Ruodu Wang, Xun Yu Zhou

SIAM J. Control. Optim., October, 2023

One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles.

Tolulope Fadina, Peng Liu, Ruodu Wang

SIAM J. Financial Math., June, 2023

When do exact and powerful p-values and e-values exist?

Zhenyuan Zhang, Aaditya Ramdas, Ruodu Wang

CoRR, 2023

2022

Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient.

Zhenyu Cui, Yanchu Liu, Ruodu Wang

Oper. Res. Lett., 2022

Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures.

Fangda Liu, Tiantian Mao, Ruodu Wang, Linxiao Wei

Math. Oper. Res., 2022

Robustness in the Optimization of Risk Measures.

Paul Embrechts, Alexander Schied, Ruodu Wang

Oper. Res., 2022

Star-Shaped Risk Measures.

Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, Claudio Tebaldi, Ruodu Wang

Oper. Res., 2022

Choquet regularization for reinforcement learning.

Xia Han, Ruodu Wang, Xun Yu Zhou

CoRR, 2022

2021

A Theory for Measures of Tail Risk.

Fangda Liu, Ruodu Wang

Math. Oper. Res., 2021

Distributional Transforms, Probability Distortions, and Their Applications.

Peng Liu, Alexander Schied, Ruodu Wang

Math. Oper. Res., 2021

An Axiomatic Foundation for the Expected Shortfall.

Ruodu Wang, Ricardas Zitikis

Manag. Sci., 2021

Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant.

Jan-Frederik Mai, Ruodu Wang

J. Multivar. Anal., 2021

A unified framework for bandit multiple testing.

Ziyu Xu, Ruodu Wang, Aaditya Ramdas

Proceedings of the Advances in Neural Information Processing Systems 34: Annual Conference on Neural Information Processing Systems 2021, 2021

2020

Risk Aversion in Regulatory Capital Principles.

Tiantian Mao, Ruodu Wang

SIAM J. Financial Math., 2020

Quantile-based risk sharing with heterogeneous beliefs.

Paul Embrechts, Haiyan Liu, Tiantian Mao, Ruodu Wang

Math. Program., 2020

Characterization, Robustness, and Aggregation of Signed Choquet Integrals.

Ruodu Wang, Yunran Wei, Gordon E. Willmot

Math. Oper. Res., 2020

Weak comonotonicity.

Ruodu Wang, Ricardas Zitikis

Eur. J. Oper. Res., 2020

2019

Sums of standard uniform random variables.

Tiantian Mao, Bin Wang, Ruodu Wang

J. Appl. Probab., 2019

2018

Worst-Case Range Value-at-Risk with Partial Information.

Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang

SIAM J. Financial Math., 2018

Quantile-Based Risk Sharing.

Paul Embrechts, Haiyan Liu, Ruodu Wang

Oper. Res., 2018

2017

Risk bounds for factor models.

Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang

Finance Stochastics, 2017

2016

Joint Mixability.

Bin Wang, Ruodu Wang

Math. Oper. Res., 2016

2015

How Superadditive Can a Risk Measure Be?

Ruodu Wang, Valeria Bignozzi, Andreas Tsanakas

SIAM J. Financial Math., 2015

Extreme negative dependence and risk aggregation.

Bin Wang, Ruodu Wang

J. Multivar. Anal., 2015

On aggregation sets and lower-convex sets.

Tiantian Mao, Ruodu Wang

J. Multivar. Anal., 2015

Detecting complete and joint mixability.

Giovanni Puccetti, Ruodu Wang

J. Comput. Appl. Math., 2015

Aggregation-robustness and model uncertainty of regulatory risk measures.

Paul Embrechts, Bin Wang, Ruodu Wang

Finance Stochastics, 2015

2014

Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables.

Ruodu Wang

J. Appl. Probab., 2014

2013

Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities.

Ruodu Wang, Liang Peng, Jingping Yang

Finance Stochastics, 2013

2012

Advances in Complete Mixability.

Giovanni Puccetti, Bin Wang, Ruodu Wang

J. Appl. Probab., 2012

2011

The complete mixability and convex minimization problems with monotone marginal densities.

Bin Wang, Ruodu Wang

J. Multivar. Anal., 2011