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2 research outputs found

A Proposed Risk Modeling Shift from the Approach of Stochastic Differential Equation towards Machine Learning Clustering: Illustration with the Concepts of Anticipative & Responsible VaR

Author: A D Fokker
A Doucet
A Marshall
A W
Alfred J Lotka
Andrew Kos Babak Mahdavi Damghani
Axel Vogt
Babak Mahdavi-Damghani
Babak Mahdavi-Damghani
Babak Mahdavi-Damghani
Bruno Dupire
Bruno Dupire
C S Elton
C S Elton
Chris Rogers
Damghani Babak Mahdavi
Damghani Babak Mahdavi
Daniella Babak Mahdavi Damghani
Erica Chauvet
Frank Rosenblatt
G Andrew
G E Hutchinson
G E Uhlenbeck
G Kitagawa
G Michailidis
Genshiro Kitagawa
Howard Tucker
J A Bucklew
J E Cox
J E Handschin
J Gatheral
J S Liu
Jim Gatheral
Jim Gatheral
Jim Gatheral
John Horton
Karl Sigmund
Kevin Shear Mccann
M Isard
M Planck
Mahdavi Babak
Martin Nowak
Marton Nowak
Marvin Minsky
Meera Sharma
N Gordon
Nassim Nicholas Taleb
Nicole El Karoui
Nitish Srivastava
P J Schonbucher
P Yodzis
Patrick Alfred Pierce Moran
Patrick S Hagan
Peter Tankov
Peter Youngman
R H Macarthur
Richard Bellman
Robert Axelrod
Robert Axelrod
Robert M May
S Benaim
S L Heston
S L Pimm
S Mankad
Stephen Roberts
Vito Volterra
Walter Pitts
Warren Mcculloch
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

Machine Learning Techniques for Deciphering Implied Volatility Surface Data in a Hostile Environment: Scenario Based Particle Filter, Risk Factor Decomposition & Arbitrage Constraint Sampling

Author: A D Fokker
A D Simon Duane
A Doucet
A Doucet
A Doucet
A Doucet
A Marshall
A P Dempster
A P Henk
Anderson
Andrew Kos Babak Mahdavi-Damghani
Axel Vogt
Babak Mahdavi
Babak Mahdavi
Babak Mahdavi-Damghani
Babak Mahdavi-Damghani
Babak Mahdavi-Damghani
Babak Mahdavi-Damghani
Babak Mahdavi-Damghani
Bruno Dupire
Bruno Dupire
C Hue
C Hue
Chris Rogers
Clara Leonard
D Avitzour
D Crisan
D J Salmond
D J Salmond
D L Alspach
D L David
D P Bertsekas
D Read
D Schulz
D Schulz
Dan Immergluck
David Mackay
F Dellaert
G Kitagawa
G Kitagawa
Genshiro Kitagawa
H A P Blom
H Gauvrit
H Sidenbladh
H Sidenbladh
H Sidenbladh
H Sidenbladh
J A Bucklew
J E Handschin
J Gatheral
J Larsen
J Liu
J Peter
J S Liu
J Vermaak
Jack Li
Jim Gatheral
Jim Gatheral
Jim Gatheral
Kohlhagen Garman
L D Stone
L Y Pao
Lynda Flom
M A Tanner
M G Rutten
M Isard
M K Pitt
M Orton
M Planck
M Radford
N Gordon
N Ikoma
N J Gordon
N J Gordon
N J Gordon
Nicholas Metropolis
Nicole El Karoui
O Frank
P J Schonbucher
P Willett
Patrick S Hagan
Peter Tankov
R D Leone
R E Kalman
R E Kalman
R J Fitzgerald
R Karlsson
R L Popp
R L Streit
R P S Mahler
R P S Mahler
R R Hocking
Rudolph Van Der Merwe
S Benaim
S Blackman
S Geman
S Haykin
S J Julier
S J Roberts
S Jun
S L Heston
S Roberts
S Roweis
Stephen Roberts
T Fortmann
Timothy C Johnson
W Ng
W R Gilks
William Ng
William Ng
X R Li
Y Bar-Shalom
Y Boers
Publication venue: 'Elsevier BV'
Publication date: 01/01/2018
Field of study

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