Zobrazeno 1 - 9
of 9
pro vyhledávání: '"Sabyasachi Guharay"'
Publikováno v:
Risks, Vol 5, Iss 3, p 41 (2017)
Value-at-Risk (VaR) is a well-accepted risk metric in modern quantitative risk management (QRM). The classical Monte Carlo simulation (MCS) approach, denoted henceforth as the classical approach, assumes the independence of loss severity and loss fre
Externí odkaz:
https://doaj.org/article/d2ac890428924a329938b49a208a9af8
Publikováno v:
2019 22th International Conference on Information Fusion (FUSION).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::167f7e80b8ced1f2fa8c4a2c0c0b3d74
https://doi.org/10.23919/fusion43075.2019.9011398
https://doi.org/10.23919/fusion43075.2019.9011398
Publikováno v:
2019 22th International Conference on Information Fusion (FUSION).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2612d219bc415381c21cf0785284e799
https://doi.org/10.23919/fusion43075.2019.9011330
https://doi.org/10.23919/fusion43075.2019.9011330
Publikováno v:
FUSION
Data fusion techniques are being regularly used for analysis in Operational Risk Management (ORM). A popular and commonly used risk metric of interest, Value-at-Risk (VaR), has always been difficult to robustly estimate for different data types. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7e475398dd2f61d325e43c8878a22ad7
https://doi.org/10.23919/icif.2018.8455843
https://doi.org/10.23919/icif.2018.8455843
Publikováno v:
Risks; Volume 5; Issue 3; Pages: 41
Risks, Vol 5, Iss 3, p 41 (2017)
Risks, Vol 5, Iss 3, p 41 (2017)
Value-at-Risk (VaR) is a well-accepted risk metric in modern quantitative risk management (QRM). The classical Monte Carlo simulation (MCS) approach, denoted henceforth as the classical approach, assumes the independence of loss severity and loss fre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::546fd5b3a7d2b0f16a32e996f0e87b9a
Publikováno v:
FUSION
Predictive analytics and data fusion techniques are being regularly used for analysis in Quantitative Risk Management (QRM). The primary risk metric of interest, Value-at-Risk (VaR), has always been difficult to robustly estimate for different data t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f8479394012afa7c0e48399af4a3aad1
https://doi.org/10.23919/icif.2017.8009872
https://doi.org/10.23919/icif.2017.8009872
Autor:
Sabyasachi Guharay, KC Chang
Publikováno v:
2015 Winter Simulation Conference (WSC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b331b3aa7aafe5f77f6ffc497eaddf1d
https://doi.org/10.1109/wsc.2015.7408557
https://doi.org/10.1109/wsc.2015.7408557
Autor:
Katherine A. Bold, Ricardo Oliva, John Guckenheimer, Sabyasachi Guharay, Warren Weckesser, Judith Hubbard, Chantal Edwards, Kathleen A. Hoffman
Publikováno v:
SIAM Journal on Applied Dynamical Systems. 2:570-608
This is the second in a series of papers about the dynamics of the forced van der Pol oscillator [J. Guckenheimer, K. Hoffman, and W. Weckesser, SIAM J. Appl. Dyn. Syst., 2 (2003), pp. 1–35]. The first paper described the reduced system, a two dime
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dcfbd232a476b3ed474111dce92633bb
https://doi.org/10.1137/s1111111102419130
https://doi.org/10.1137/s1111111102419130
Publikováno v:
Physica D: Nonlinear Phenomena. 146:388-396
We report statistical studies of correlation properties of ∼7500 gene sequences, covering coding (exon) and non-coding (intron) sequences for DNA and primary amino acid sequences for proteins, across all three domains of life, namely Eukaryotes (ce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::75e85aa7fe2ff1ad8941bb4ce65cf95d
https://doi.org/10.1016/s0167-2789(00)00153-6
https://doi.org/10.1016/s0167-2789(00)00153-6