Code and Data Repository for Black-box CoVaR and Its Gradient Estimation

The goal of this software is to demonstrate a stochastic approximation algorithm for CoVaR and its gradient estimation, which is applicable in various complicated cases, including black-box and streaming data scenarios.

Authors

Jian-Qiang Hu (ORCID: https://orcid.org/0000-0003-2989-8048)
Hao Cao (ORCID: https://orcid.org/0009-0002-4500-9968)
Jiaqiao Hu (ORCID: https://orcid.org/0000-0002-9999-672X)

Publication Details

Journal: INFORMS journal on computing
Published: 2025-08-15
DOI: https://doi.org/10.1287/ijoc.2024.0833.cd
Primary Topic: Video Analysis and Summarization
Type: article
Field-Weighted Citation Impact: 0.00

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article

Code and Data Repository for Black-box CoVaR and Its Gradient Estimation

Jian-Qiang Hu, Hao Cao, Jiaqiao Hu

Aug 15, 2025

INFORMS journal on computing

Video Analysis and Summarization

article

Code and Data Repository for Black-box CoVaR and Its Gradient Estimation

Jian-Qiang Hu, Hao Cao, Jiaqiao Hu

August 15, 2025article en

Abstract

INFORMS journal on computing

Openalex Percentile: Top 79%

Video Analysis and Summarization

DOI Source OpenAlex

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Code and Data Repository for Black-box CoVaR and Its Gradient Estimation — Jian-Qiang Hu, Hao Cao, et al. · INFORMS journal on computing (2025) | TGRS Research Map | TGRS