Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Jadhav, Onkar"'
A parametric model order reduction (MOR) approach for simulating the high dimensional models arising in financial risk analysis is proposed on the basis of the proper orthogonal decomposition (POD) approach to generate small model approximations for
Externí odkaz:
http://arxiv.org/abs/2110.00774
This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the underlying pro
Externí odkaz:
http://arxiv.org/abs/2002.11976
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
ETNA - Electronic Transactions on Numerical Analysis. 55:469-507
A parametric model order reduction (MOR) approach for simulating the high dimensional models arising in financial risk analysis is proposed on the basis of the proper orthogonal decomposition (POD) approach to generate small model approximations for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::056a0d09f62634ab594d593578c71689
https://doi.org/10.1553/etna_vol55s469
https://doi.org/10.1553/etna_vol55s469
Autor:
Binder, Andreas1 (AUTHOR), Jadhav, Onkar1,2 (AUTHOR) jadhav@math.tu-berlin.de, Mehrmann, Volker2 (AUTHOR)
Publikováno v:
Journal of Mathematics in Industry. 6/3/2021, Vol. 11 Issue 1, p1-34. 34p.
Autor:
Bannenberg, Marcus, Bärmann, Andreas, Barral, Patricia, Jean-David Benamou, Bianco, Federico, Binder, Andreas, Chazareix, Guillaume, Ciccazzo, Angelo, Conte, Ricardo, Comesaña, Daniel Fernandez, Girfoglio, Michele, Günther, Michael, Ijzerman, Wilbert, Jadhav, Onkar, Lengomin, Alejandro, Martin, Alexander, Martinolli, Marco, Mehrmann, Volker, Morelli, Umberto, Ashwin Nayak, Polverelli, Luc, Prieto, Andrés, Peregrina Quintela, Ramlau, Ronny, Rozza, Gianluigi, Rukhaia, Giorgi, Shah, Nirav, Stabile, Giovanni, Stadler, Bernadett, Jonasz Staszek, Vergara, Christian
Deliverable D5.4 in the ROMSOC project
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::11bf911b9e59917b3e7db34109364608
Autor:
Jadhav, Onkar Sandip
Financial risk analysis is an excellent way of identifying and assessing the factors that may negatively affect investments. Investors use it to determine whether to undertake a particular investment, the plausible return and how to mitigate an activ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9add75d091c63ce37b2937ce06177e64
Autor:
Marcus Bannenberg, Andreas Bärmann, Patricia Barral, Jean-David Benamou, Federico Bianco, Andres Binder, Guillaume Chazareix, Angelo Ciccazzo, Ricardo Conte, Daniel Fernandez Comesana, Girfoglio, Michele, Günther, Michael, Ijzerman, Wilbert, Jadhav, Onkar, Alejandro Lengomin, Alexander Martin, Marco Martinolli, Volker Mehrmann, Umberto Morelli, Ashwin Nayak, Luc Polverelli, Andres Prieto, Peregrina Quintela, Ronny Ramlau, Gianluigi Rozza, Giorgi Rukhaia, Shah, Nirav, Giovanni Stabile, Bernadett Stadler, Jonasz Staszek, Christian Vergara
Project deliverable D5.3
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8dc400a18ce86f038eea1d07f4312004
Autor:
Bannenberg, Marcus, Barral, Patricia, Bärmann, Andreas, Benamou, Jean-David, Bianco, Federico, Binder, Andreas, Chazareix, Guillaume, Dittmer, Sören, Comesaña, Daniel Fernández, Girfoglio, Michele, Günther, Michael, Gutiérrez Pérez, José Carlos, Hauberg-Lotte, Lena, Ijzerman, Wilbert, Jadhav, Onkar, Kluth, Tobias, Lengomin, Alejandro, Maass, Peter, Marconi, Gianfranco, Martin, Alexander, Martinolli, Marco, Mehrmann, Volker, Monticone, Pier Paolo, Morelli, Umberto, Nayak, Ashwin, Obereder, Andreas, Otero Baguer, Daniel, Polverelli, Luc, Prieto, Andrés, Quintela, Peregrina, Ramlau, Ronny, Riccardo, Conte, Rozza, Gianluigi, Rukhaia, Giorgi, Shah, Nirav, Stabile, Giovanni, Stadler, Bernadett, Staszek, Jonasz, Vergara, Christian
Based on the multitude of industrial applications, benchmarks for model hierarchies will be created that will form a basis for the interdisciplinary research and for the training programme. These will be equipped with publically available data and wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::311abdf43f1ba0f6787dec22e4722d58
Autor:
Auer, Naomi, Barral, PatriciaI, Benamou, Jean-David, Baermann, Andreas, Binder, Andreas, Comesaña, Daniel Fernández, Girfoglio, Michele, Hauberg-Lotte, Lena, Hintermüller, Michael, Ijzerman, Wilbert, Jadhav, Onkar, Knall, Karl, Maass, Peter, Marconi, Gianfranco, Martinolli, Marco, Mehrmann, Volker, Monticone, Pier Paolo, Morelli, Umberto, Nayak, Ashwin, Polverelli, Luc, Prieto, Andrés, Quintela, Peregrina, Ramlau, Ronny, Riccardo, Conte, Rozza, Gianluigi, Rukhaia, Giorgi, Shah, Nirav, Stadler, Bernadett, Staszek, Jonasz, Vergara, Christian
Based on the multitude of industrial applications, benchmarks for model hierarchies will be created that will form a basis for the interdisciplinary research and for the training programme. These will be equipped with publically available data and wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::143d9b28fee62247b4e9483e70ccf1af