Explores coherent risk measures and the spectral approach to risk aversion, covering VaR, ES, subadditivity, convexity, and the creation of new risk measures.
Delves into the economic fundamentals of innovation, exploring historical context, entrepreneurial risk, societal challenges, and the role of private entrepreneurs.
Explores the provable benefits of overparameterization in model compression, emphasizing the efficiency of deep neural networks and the importance of retraining for improved performance.
Covers the fundamentals of financial risk management, including types of risk, historical developments, regulatory events, and the challenges in quantitative risk management.