Questions tagged [rate-distortion]
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Approximating Distortion Risk Measures by the Sum of their CVaRs
Can you please cite me to the paper that prove the theorem that any distortion risk measure can be approximated using the sum of its CVaRs?
Someone said it is Axiomatic Characterization of Distortion ...
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Rate Distortion Minimization in a Python Clustering Algorithm
I'm attempting to solve for $\hat{k}$ clusters, such that the rate distortion is minimized, as described here, however, the answers that I am getting from my algorithm are not following the "Jump" ...
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if market is always assumed right, what happened when LIBOR was manupulated?
Recently Monetary Authority of Singapore (MAS) raps banks in rate-rigging. This is nothing new, LIBOR was also manupulated before, by some "major" banks.
however, before the censorship, did any "...
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