Ruodu Wang - RankMe

46 papers A* 1Journal 45

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Conformal e-prediction in the presence of confounding. CoRR Vladimir Vovk, Ruodu Wang
2026	J	`jnl`	Online monotone density estimation and log-optimal calibration. CoRR Rohan Hore, Ruodu Wang, Aaditya Ramdas
2025	J	`jnl`	A Theory of Credit Rating Criteria. Manag. Sci. Nan Guo, Steven Kou, Bin Wang, Ruodu Wang
2025	J	`jnl`	Convolution Bounds on Quantile Aggregation. Oper. Res. Jose H. Blanchet, Henry Lam, Yang Liu, Ruodu Wang
2025	J	`jnl`	Diversification Quotients: Quantifying Diversification via Risk Measures. Manag. Sci. Xia Han, Liyuan Lin, Ruodu Wang
2025	J	`jnl`	Diversification for infinite-mean Pareto models without risk aversion. Eur. J. Oper. Res. Yuyu Chen, Taizhong Hu, Ruodu Wang, Zhenfeng Zou
2025	J	`jnl`	Negative dependence in matrix arrangement problems. Ann. Oper. Res. Edgars Jakobsons, Ruodu Wang
2025	J	`jnl`	Optimizing distortion riskmetrics with distributional uncertainty. Math. Program. Silvana M. Pesenti, Qiuqi Wang, Ruodu Wang
2025	J	`jnl`	Technical Note - An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification. Oper. Res. Yuyu Chen, Paul Embrechts, Ruodu Wang
2025	J	`jnl`	The Checkerboard Copula and Dependence Concepts. SIAM J. Financial Math. Liyuan Lin, Ruodu Wang, Ruixun Zhang, Chaoyi Zhao
2024	J	`jnl`	A theory of multivariate stress testing. Eur. J. Oper. Res. Pietro Millossovich, Andreas Tsanakas, Ruodu Wang
2024	J	`jnl`	Allocation Mechanisms in Decentralized Exchange Markets with Frictions. CoRR Mario Ghossoub, Giulio Principi, Ruodu Wang
2024	J	`jnl`	Invariant correlation under marginal transforms. J. Multivar. Anal. Takaaki Koike, Liyuan Lin, Ruodu Wang
2024	J	`jnl`	Joint Mixability and Notions of Negative Dependence. Math. Oper. Res. Takaaki Koike, Liyuan Lin, Ruodu Wang
2023	J	`jnl`	Choquet Regularization for Continuous-Time Reinforcement Learning. SIAM J. Control. Optim. Xia Han, Ruodu Wang, Xun Yu Zhou
2023	J	`jnl`	One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles. SIAM J. Financial Math. Tolulope Fadina, Peng Liu, Ruodu Wang
2023	J	`jnl`	When do exact and powerful p-values and e-values exist? CoRR Zhenyuan Zhang, Aaditya Ramdas, Ruodu Wang
2022	J	`jnl`	Choquet regularization for reinforcement learning. CoRR Xia Han, Ruodu Wang, Xun Yu Zhou
2022	J	`jnl`	Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures. Math. Oper. Res. Fangda Liu, Tiantian Mao, Ruodu Wang, Linxiao Wei
2022	J	`jnl`	Robustness in the Optimization of Risk Measures. Oper. Res. Paul Embrechts, Alexander Schied, Ruodu Wang
2022	J	`jnl`	Star-Shaped Risk Measures. Oper. Res. Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, Claudio Tebaldi, Ruodu Wang
2022	J	`jnl`	Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. Oper. Res. Lett. Zhenyu Cui, Yanchu Liu, Ruodu Wang
2021	J	`jnl`	A Theory for Measures of Tail Risk. Math. Oper. Res. Fangda Liu, Ruodu Wang
2021	A*	`conf`	A unified framework for bandit multiple testing. NeurIPS Ziyu Xu, Ruodu Wang, Aaditya Ramdas
2021	J	`jnl`	A unified framework for bandit multiple testing. CoRR Ziyu Xu, Ruodu Wang, Aaditya Ramdas
2021	J	`jnl`	An Axiomatic Foundation for the Expected Shortfall. Manag. Sci. Ruodu Wang, Ricardas Zitikis
2021	J	`jnl`	Distributional Transforms, Probability Distortions, and Their Applications. Math. Oper. Res. Peng Liu, Alexander Schied, Ruodu Wang
2021	J	`jnl`	Stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant. J. Multivar. Anal. Jan-Frederik Mai, Ruodu Wang
2020	J	`jnl`	Characterization, Robustness, and Aggregation of Signed Choquet Integrals. Math. Oper. Res. Ruodu Wang, Yunran Wei, Gordon E. Willmot
2020	J	`jnl`	Quantile-based risk sharing with heterogeneous beliefs. Math. Program. Paul Embrechts, Haiyan Liu, Tiantian Mao, Ruodu Wang
2020	J	`jnl`	Risk Aversion in Regulatory Capital Principles. SIAM J. Financial Math. Tiantian Mao, Ruodu Wang
2020	J	`jnl`	Weak comonotonicity. Eur. J. Oper. Res. Ruodu Wang, Ricardas Zitikis
2019	J	`jnl`	Sums of standard uniform random variables. J. Appl. Probab. Tiantian Mao, Bin Wang, Ruodu Wang
2018	J	`jnl`	Quantile-Based Risk Sharing. Oper. Res. Paul Embrechts, Haiyan Liu, Ruodu Wang
2018	J	`jnl`	Worst-Case Range Value-at-Risk with Partial Information. SIAM J. Financial Math. Lujun Li, Hui Shao, Ruodu Wang, Jingping Yang
2017	J	`jnl`	Risk bounds for factor models. Finance Stochastics Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang
2016	J	`jnl`	Joint Mixability. Math. Oper. Res. Bin Wang, Ruodu Wang
2015	J	`jnl`	Aggregation-robustness and model uncertainty of regulatory risk measures. Finance Stochastics Paul Embrechts, Bin Wang, Ruodu Wang
2015	J	`jnl`	Detecting complete and joint mixability. J. Comput. Appl. Math. Giovanni Puccetti, Ruodu Wang
2015	J	`jnl`	Extreme negative dependence and risk aggregation. J. Multivar. Anal. Bin Wang, Ruodu Wang
2015	J	`jnl`	How Superadditive Can a Risk Measure Be? SIAM J. Financial Math. Ruodu Wang, Valeria Bignozzi, Andreas Tsanakas
2015	J	`jnl`	On aggregation sets and lower-convex sets. J. Multivar. Anal. Tiantian Mao, Ruodu Wang
2014	J	`jnl`	Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables. J. Appl. Probab. Ruodu Wang
2013	J	`jnl`	Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities. Finance Stochastics Ruodu Wang, Liang Peng, Jingping Yang
2012	J	`jnl`	Advances in Complete Mixability. J. Appl. Probab. Giovanni Puccetti, Bin Wang, Ruodu Wang
2011	J	`jnl`	The complete mixability and convex minimization problems with monotone marginal densities. J. Multivar. Anal. Bin Wang, Ruodu Wang