@article{JMLR:v27:25-0545,
  author  = {Myeonghun Yu and Kean Ming Tan and Huixia Judy Wang and Wen-Xin Zhou},
  title   = {Deep Neural Expected Shortfall Regression with Tail-Robustness},
  journal = {Journal of Machine Learning Research},
  year    = {2026},
  volume  = {27},
  number  = {164},
  pages   = {1--98},
  url     = {http://jmlr.org/papers/v27/25-0545.html}
}