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Published in 2022 at "Scientific Reports"
DOI: 10.1038/s41598-022-07078-7
Abstract: Gini's mean difference (GMD, mean absolute difference between any two distinct quantities) of the restricted mean survival times (RMSTs, expectation of life at a given time limit) has been proposed as a new metric where…
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Keywords:
difference;
prognostic value;
mean difference;
gini mean ... See more keywords
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Published in 2017 at "Journal of Industrial and Management Optimization"
DOI: 10.3934/jimo.2020037
Abstract: The paper introduces the worst-case portfolio optimization models within the robust optimization framework for maximizing return through either the mean or median metrics. The risk in the portfolio is quantified by Gini mean difference. We…
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Keywords:
risk;
case;
mean difference;
worst case ... See more keywords