Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the Global Minimization of the Value-at-Risk   In this paper, we consider the nonconvex minimization problem of the
value-at-risk (VaR) that arises from financial risk analysis. By considering
this problem as a special linear program with linear complementarity
constraints (a bilevel linear program to be more precise), we develop upper and
lower bounds for the minimum VaR and show how the combined bounding procedures
can be used to compute the latter value to global optimality. A numerical
example is provided to illustrate the methodology.

18
The categories of this paper are: econ
23
The categories of this paper are: solv-int
3
The categories of this paper are: physics
1
The categories of this paper are: cs
5
The categories of this paper are: gr-qc
10
The categories of this paper are: q-bio
37
The categories of this paper are: supr-con
36
The categories of this paper are: cmp-lg
20
The categories of this paper are: acc-phys
9
The categories of this paper are: nlin
8
The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th
26
The categories of this paper are: bayes-an
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
16
The categories of this paper are: stat