Skip to content

Author

Ni-Fei Lin

We have 1 of 7 papers

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Sep 2026

Contextual Conditional Value-at-Risk: Estimation and Optimization

This work exploits the Rockafellar–Uryasev representation to formulate both contextual CVaR estimation and optimization as optimization problems involving conditional expectations, and develops a unified data-driven predict-then-optimize framework.

Heng Luo, Ni-Fei Lin, L. J. Hong · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.