Risk Optimization

Risk Optimization is a prescriptive analytics methodology that systematically identifies, quantifies, and mitigates uncertainties in decision-making processes to achieve the most favorable trade-off between potential risks and expected rewards under constrained or stochastic environments.

Publications

56.1K

Citations

2.7K

Authors

987

Institutions

Publications per year

2017–2026

418

Variants

Risk Optimisation

Parents

Prescriptive Analytics

Children

Ambiguity-aware OptimizationDecision-dependent RiskMean-conditional Value At Risk OptimizationMinimax OptimizationMultiobjective Risk OptimizationMultistage Stochastic OptimizationPortfolio Risk OptimizationRegret OptimizationRisk-averse OptimizationRisk-neutral Optimization

Publications

Support vector machines

Marti A. Hearst, Susan Dumais, E. Osuna et al. · IEEE Intelligent Systems and their Applications · 1998 · 6.9K citations

Computing, Computer Science, Machine Learning +14

Optimal execution of portfolio transactions

Robert Almgren, Neil Chriss · The Journal of Risk · 2001 · 1.6K citations

Business, Finance, Financial Management +17

A new Fruit Fly Optimization Algorithm: Taking the financial distress model as an example

Wen-Tsao Pan · Knowledge-Based Systems · 2011 · 1.5K citations

Business, Finance, Mathematics +10

Convex measures of risk and trading constraints

Hans Föllmer, Alexander Schied · Finance and Stochastics · 2002 · 1.5K citations

Natural Sciences, Finance, Mathematics +14

Support vector machines

Kristin P. Bennett, Colin Campbell · ACM SIGKDD Explorations Newsletter · 2000 · 689 citations

Computing, Computer Science, Machine Learning +14

1–5 of 1K

Authors

2.7K

EZ
Enrico Zio
Politecnico di Milano, Italy
10 publications · 508 citations
10
h-index
SN
Sayyad Nojavan
University of Tabriz, Iran
8 publications · 364 citations
8
h-index
SU
Stan Uryasev
University of Florida, United States
6 publications · 1.2K citations
6
h-index
ZY
Zhao Yang Dong
The University of Sydney, Australia
5 publications · 228 citations
5
h-index
KJ
Kittisak Jermsittiparsert
Ton Duc Thang University, Vietnam
5 publications · 209 citations
5
h-index

1–5 of 2.7K

Institutions

987

1–8 of 987

Venues

IEEE Transactions on Power Systems
45 publications · 3.4K citations
33
h-index
Reliability Engineering & System Safety
22 publications · 909 citations
19
h-index
European Journal of Operational Research
18 publications · 618 citations
15
h-index
arXiv (Cornell University)
Repository · 23 publications · 970 citations
15
h-index
Energy
17 publications · 582 citations
14
h-index

1–5