Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling.

Autor: Anagnostou, I.^1,2 (AUTHOR) i.anagnostou@uva.nl, Squartini, T.³ (AUTHOR), Kandhai, D.^1,2 (AUTHOR), Garlaschelli, D.^3,4 (AUTHOR)

Publikováno v: Quantitative Finance. Sep2021, Vol. 21 Issue 9, p1501-1518. 18p.

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks

Autor: Moysiadis, G., Anagnostou, I., Kandhai, D., Alzate, C., Monreale, A.

Publikováno v: Lecture Notes in Computer Science
Lecture Notes in Computer Science-ECML PKDD 2018 Workshops
ECML PKDD 2018 Workshops-MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings
ECML PKDD 2018 Workshops: MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018 : proceedings, 23-36
STARTPAGE=23;ENDPAGE=36;TITLE=ECML PKDD 2018 Workshops
ECML PKDD 2018 Workshops ISBN: 9783030134624

Interest rate models are widely used for simulations of interest rate movements and pricing of interest rate derivatives. We focus on the Hull-White model, for which we develop a technique for calibrating the speed of mean reversion. We examine the t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cece5678a269e1cc7ec50f970d8c5532
https://hdl.handle.net/11245.1/ec9035ee-af17-4e7a-98e5-3e3a5431c3b9

Rise in maternal mortality in the Netherlands

Autor: Schutte, JM, Steegers, Eric, Schuitemaker, NWE, Anagnostou, I, den Boer, K, Pel, M, Vermeulen, G, Visser, Willy, van Roosmalen, J

Publikováno v: Bjog-An International Journal of Obstetrics and Gynaecology, 117(4), 399-406. Wiley-Blackwell Publishing Ltd

Objective To assess causes, trends and substandard care factors in maternal mortality in the Netherlands. Design Confidential enquiry into the causes of maternal mortality. Setting Nationwide in the Netherlands. Population 2,557,208 live births. Meth

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::d8064ed53df1561915bce7f58306c450
https://pure.eur.nl/en/publications/a6195042-11ed-4583-9452-d8d87b32ee29

Moedersterfte in Nederland; het topje van de ijsberg

Autor: Schutte, JM, den Boer, K, Briet, W, van Pel, M, Anagnostou, I, Schuitemaker, NWE, Steegers, Eric, van Roosmalen, J

Publikováno v: Nederlands Tijdschrift voor Obstetrie & Gynaecologie, 118, 89-91. Elsevier

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::9a6eea42ddb6f17424e15296430973bc
https://pure.eur.nl/en/publications/9d892588-291e-4d45-92f1-2f61880b3739

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