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evar
EVaR
The entropic value-at-risk (EVaR) is a coherent risk measure introduced by A. Ahmadi Javid (2012) that corresponds to the tightest possible upper bound obtained from the Chernoff inequality for the value-at-risk (VaR). The dual representation of the EVaR is closely related to the Kullback-Leibler divergence, also known as the relative entropy.
evar
1. Another word for 'loser'.
Especially one that writes "poetry" and considers themselves "forsaken".
2. Extreme form of 'ever'.
Especially one that writes "poetry" and considers themselves "forsaken".
2. Extreme form of 'ever'.
evar by halikan ako July 29, 2008