Unverified50% confidenceFactExact time
Conditional Value at Risk (CVaR) is defined as the expected value of the tail portion of the loss distribution exceeding a certain confidence level α, expressed mathematically as CVaR_α = E[L | L ≥ VaR_α], and possesses optimization properties such as convexity and subadditivity.
1
Sources
50%
Confidence
Long-term
Relevance
10/12/2026
First Seen
Sources
Related Entities
Related Claims
UnverifiedCVaR_α measures the average loss of a random variable in the worst (1-α) fraction of cases; as α→1 it degenerates to the expected value, and as α→0 it approaches the worst-case cost.75% similarUnverifiedThe Sharpe ratio is excess return divided by the standard deviation of returns, measuring the reward obtained per unit of risk taken; a value above 1 is generally considered good performance, while above 2 is considered excellent.67% similarUnverifiedWhen using mean squared error (MSE) as the loss function, the negative gradient of the loss with respect to the predicted value is exactly equal to the residual y−prediction.63% similarUnverifiedThe expected value formula is: Expected Value = (Win Rate × Average Profit) − (Loss Rate × Average Loss).62% similarUnverified贝叶斯最优分类器在0-1损失下等价于选择后验概率最大的类别，回归问题中条件期望在平方损失下是最优预测62% similar
Cite This Claim
Stable URI
https://kongchang.com/claim/1012840API
curl https://kongchang.com/api/v1/knowledge/claims/1012840MCP
get_claim(id=1012840)