Complex Risk Statistics with Scenario Analysis
Author(s) -
Fei Sun,
Yichuan Dong
Publication year - 2021
Publication title -
complexity
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.447
H-Index - 61
eISSN - 1099-0526
pISSN - 1076-2787
DOI - 10.1155/2021/8826517
Subject(s) - computer science , statistics , risk management , complex network , dual (grammatical number) , risk analysis (engineering) , mathematics , finance , medicine , art , literature , world wide web , economics
Complex risk is a critical factor for both intelligent systems and risk management. In this paper, we consider a special class of risk statistics, named complex risk statistics. Our result provides a new approach for addressing complex risk, especially in deep neural networks. By further developing the properties related to complex risk statistics, we are able to derive dual representations for such risk.
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