المؤلفون: Researcher

المساهمون: Suckmal Kommidi

المصدر: International Journal of Engineering and Technology Research (IJETR), 9(2), 54-63, (2024-09-03)

مصطلحات موضوعية: High-Performance Computing (HPC), Financial Modeling, Algorithmic Trading, Real-time Analysis, Quantitative Risk Management

Relation: https://doi.org/10.5281/zenodo.13646457; https://doi.org/10.5281/zenodo.13646458; oai:zenodo.org:13646458

الاتاحة: https://doi.org/10.5281/zenodo.13646458

المؤلفون: Knobloch, Ralf

مصطلحات موضوعية: ddc:330, G2, G22, Quantitatives Risikomanagement, Value at Risk, Korrelationsmatrix, Risikoaggregation, Fréchet-Hoeffding-Schranken, Quantitative Risk Management, Correlation Matrix, Risk Aggregation,Fréchet-Hoeffding-Bounds

Relation: Series: Forschung am ivwKöln; No. 2/2024; gbv-ppn:1882377060; urn:nbn:de:hbz:832-cos4-12343; http://hdl.handle.net/10419/284399; RePEc:zbw:thkivw:284399

الاتاحة: http://hdl.handle.net/10419/284399
https://doi.org/10.57684/COS-1234
https://nbn-resolving.org/urn:nbn:de:hbz:832-cos4-12343

المؤلفون: Marius Hofert

المصدر: Risks, Vol 11, Iss 166, p 166 (2023)

مصطلحات موضوعية: ChatGPT, quantitative risk management, risk, risk measures, time series, extremes, Insurance, HG8011-9999

Relation: https://www.mdpi.com/2227-9091/11/9/166; https://doaj.org/toc/2227-9091; https://doaj.org/article/b1413c1452ce418abc9879d15c448241

الاتاحة: https://doi.org/10.3390/risks11090166
https://doaj.org/article/b1413c1452ce418abc9879d15c448241

المؤلفون: Shahverdyan, Sergey

المساهمون: Raphael, Hauser

مصطلحات موضوعية: 332.01, Mathematical finance, Model Free Optimisation, Quantitative Risk Management, Model Free Option Pricing, Infinite Dimensional Optimisation

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.692878

المؤلفون: Torrico-Salamanca, Sergio

المصدر: Estudios de la Gestión: Revista Internacional de Administración; Núm. 9 (2021): Estudios de la Gestión: revista internacional de administración; 157-190 ; 2550-6641

مصطلحات موضوعية: riesgo de crédito, gestión cuantitativa de ries, banca, paneles dinámicos, pérdida esperada, credit risk, quantitative risk management, banking, dynamic panels, expected loss, Risco de crédito, gestão quantitativa de riscos, perdida esperada

وصف الملف: application/pdf; text/html; text/xml

Relation: https://revistas.uasb.edu.ec/index.php/eg/article/view/2582/2343; https://revistas.uasb.edu.ec/index.php/eg/article/view/2582/3302; https://revistas.uasb.edu.ec/index.php/eg/article/view/2582/3037; https://revistas.uasb.edu.ec/index.php/eg/article/view/2582

الاتاحة: https://revistas.uasb.edu.ec/index.php/eg/article/view/2582

المؤلفون: Nataliya Chukhrova, Arne Johannssen

المصدر: Risks; Volume 9; Issue 11; Pages: 198

مصطلحات موضوعية: adaptive learning, dependence modeling, evolutionary models, insurance, Kalman filter, machine learning, multivariate analysis, quantitative risk management, state space models, time series forecasting

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/risks9110198

الاتاحة: https://doi.org/10.3390/risks9110198

المؤلفون: Nataliya Chukhrova, Arne Johannssen

المصدر: Risks; Volume 9; Issue 6; Pages: 112

مصطلحات موضوعية: adaptive learning, dependence modeling, evolutionary models, insurance, Kalman filter, machine learning, multivariate analysis, quantitative risk management, state space models, time series forecasting

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/risks9060112

الاتاحة: https://doi.org/10.3390/risks9060112

المؤلفون: Koike, Takaaki, Hofert, Marius

مصطلحات موضوعية: ddc:330, capital allocation, conditional Value-at-Risk (CoVaR), copula models, quantitative risk management, systemic risk measures

Relation: gbv-ppn:1696036682; Journal: Risks; Volume: 8; Year: 2020; Issue: 1; Pages: 1-33; Basel: MDPI; http://hdl.handle.net/10419/257962

الاتاحة: http://hdl.handle.net/10419/257962
https://doi.org/10.3390/risks8010006

المؤلفون: Abel Cadenillas, Ricardo Huamán-Aguilar

المصدر: Mathematics; Volume 8; Issue 11; Pages: 1975

مصطلحات موضوعية: singular stochastic control, stochastic optimization, optimal government stabilization fund, macrofinance, quantitative risk management

وصف الملف: application/pdf

Relation: Financial Mathematics; https://dx.doi.org/10.3390/math8111975

الاتاحة: https://doi.org/10.3390/math8111975

المؤلفون: Alimoradian, Behzad

المساهمون: Laboratoire de Sciences Actuarielle et Financière (LSAF), Université Claude Bernard Lyon 1 (UCBL), Université de Lyon-Université de Lyon, Université Claude Bernard - Lyon I, Stéphane Loisel, Yahia Salhi

المصدر: https://theses.hal.science/tel-04650952 ; Business administration. Université Claude Bernard - Lyon I, 2023. English. ⟨NNT : 2023LYO10174⟩.

مصطلحات موضوعية: Stable Value Fund, Synthetic GIC, Participants' Cash Flow Behavior, 401(k), Withdrawal Modelling, Asset-Liability Model, Quantitative Risk Management, Guaranteed Investment Products, Fonds Stable Value, GIC synthétique, Modélisations des rachats, Gestion actif-passif, Produits d'investissement garantis, Gestion quantitative du risque, Flux de trésorerie, [SHS.GESTION]Humanities and Social Sciences/Business administration

Relation: NNT: 2023LYO10174

الاتاحة: https://theses.hal.science/tel-04650952
https://theses.hal.science/tel-04650952v1/document
https://theses.hal.science/tel-04650952v1/file/TH2023ALIMORADIANTBEHZAD.pdf

المؤلفون: Risti Nur’aini, Arief Hakim, Khreshna Syuhada

المصدر: Communications in Statistics - Simulation and Computation. :1-18

مصطلحات موضوعية: Statistics and Probability, 021103 operations research, education, 0211 other engineering and technologies, social sciences, 02 engineering and technology, 01 natural sciences, Quantitative risk management, Task (project management), 010104 statistics & probability, Expected shortfall, Order (exchange), Modeling and Simulation, Statistics, Econometrics, population characteristics, Electricity market, 0101 mathematics, health care economics and organizations, Value at risk, Mathematics, Quantile

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::99085b54eedb72eb6d20dfbd9729fb2e
https://doi.org/10.1080/03610918.2021.1928191

المؤلفون: Dr. Gilbert Tepetepe

المصدر: Volume: 9, Issue: 2 48-71
Journal of Economics Finance and Accounting

مصطلحات موضوعية: quantitative risk management,capital modeling,global capital regulation,concurrent triangulation,mixed methods,financialengineering, İşletme, Business Finance, İşletme Finans, Management

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1e8974448d3ec5bc5ed2b867eeb5abab
https://doi.org/10.17261/pressacademia.2022.1566

المؤلفون: Wen Xu, Yanxi Hou, Deyuan Li

المصدر: Journal of Business & Economic Statistics. 40:522-536

مصطلحات موضوعية: Statistics and Probability, Economics and Econometrics, Heteroscedasticity, 05 social sciences, Regression analysis, 01 natural sciences, Quantitative risk management, Quantile regression, 010104 statistics & probability, 0502 economics and business, Econometrics, Tail risk, 0101 mathematics, Statistics, Probability and Uncertainty, Social Sciences (miscellaneous), 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::ddccb73d14764b806d73dee06c285c77
https://doi.org/10.1080/07350015.2020.1833890

المؤلفون: Johanna Nešlehová, Christian Genest

المصدر: International Statistical Review. 88:521-547

مصطلحات موضوعية: Statistics and Probability, media_common.quotation_subject, 05 social sciences, Library science, Museum docent, 01 natural sciences, Quantitative risk management, 010104 statistics & probability, 0502 economics and business, Conversation, 0101 mathematics, Statistics, Probability and Uncertainty, Communication skills, 050205 econometrics, media_common

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a3f63f1678e7e7a2acce56f4a67cd8ef
https://doi.org/10.1111/insr.12406

المؤلفون: Long Ding, Faisal Khan, Jie Ji

المصدر: Process Safety and Environmental Protection. 135:282-293

مصطلحات موضوعية: Measure (data warehouse), Environmental Engineering, Computer science, business.industry, General Chemical Engineering, Quantitative risk management, Fire accident, Risk analysis (engineering), Environmental Chemistry, Potential accident, Human safety, Process industry, Safety, Risk, Reliability and Quality, business, Risk management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::1579f4d78e66809aa67fae5ea06345a9
https://doi.org/10.1016/j.psep.2020.01.008

المؤلفون: Sak, Halis, Hörmann, Wolfgang, Leydold, Josef

مصطلحات موضوعية: confidence intervals / skewness removal / Hall's transformation / importance sampling / quantitative risk management

وصف الملف: application/pdf

Relation: http://epub.wu.ac.at/3017/

الاتاحة: http://epub.wu.ac.at/3017/1/techreport%2D106.pdf

المؤلفون: Zhou, Chen zhou@ese.eur.nl

المصدر: Extremes. Jun2017, Vol. 20 Issue 2, p489-491. 3p.

مصطلحات موضوعية: *MATHEMATICAL finance, NONFICTION

Reviews & Products: QUANTITATIVE Risk Management: Concepts, Techniques & Tools (Book)

People: MCNEIL, Alexander J., FREY, Rudiger, EMBRECHTS, Paul

المؤلفون: Ricardo Huamán-Aguilar, Abel Cadenillas

المصدر: Mathematics, Vol 8, Iss 1975, p 1975 (2020)
Mathematics
Volume 8
Issue 11

مصطلحات موضوعية: General Mathematics, media_common.quotation_subject, 0211 other engineering and technologies, optimal government stabilization fund, 02 engineering and technology, quantitative risk management, Quantitative risk management, macrofinance, Debt, singular stochastic control, 0502 economics and business, Computer Science (miscellaneous), Engineering (miscellaneous), media_common, Finance, 050208 finance, 021103 operations research, business.industry, lcsh:Mathematics, 05 social sciences, stochastic optimization, Optimal control, lcsh:QA1-939, Investment management, Volatility (finance), business

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e25f57064b2c244f318fd33c9dfc7571
https://www.mdpi.com/2227-7390/8/11/1975

المؤلفون: Fitó, Josep Oriol, Macías Lloret, Mario, Guitart Fernández, Jordi

المساهمون: Universitat Politècnica de Catalunya. Departament d'Arquitectura de Computadors, Universitat Politècnica de Catalunya. CAP - Grup de Computació d'Altes Prestacions

مصطلحات موضوعية: Àrees temàtiques de la UPC::Informàtica::Arquitectura de computadors, Cloud computing, Web services, Semi-quantitative risk management, Business-level objectives, Cloud service providers, Computació en núvol, Serveis web

وصف الملف: 4 p.; application/pdf

Relation: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=5691291; Fitó, J.; Macías, M.; Guitart, J. Toward business-driven risk management for cloud computing. A: International Conference on Network and Service Management. "Proceedings of the 2010 International Conference on Network and Service Management". Cataratas del Niagara: IEEE Computer Society Publications, 2010, p. 238-241.; http://hdl.handle.net/2117/14348

الاتاحة: http://hdl.handle.net/2117/14348
https://doi.org/10.1109/CNSM.2010.5691291

المؤلفون: Yukun Liu, Zhiyi Shen, Chengguo Weng

المصدر: North American Actuarial Journal. 23:364-385

مصطلحات موضوعية: Estimation, Statistics and Probability, Economics and Econometrics, 050208 finance, Risk measure, Interval estimation, 05 social sciences, food and beverages, 01 natural sciences, Quantitative risk management, Tail value at risk, 010104 statistics & probability, Empirical likelihood, Nonparametric inference, 0502 economics and business, Econometrics, 0101 mathematics, Statistics, Probability and Uncertainty, High order, Value at risk, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d84113ba19d8e6f252436ed61287ac4
https://doi.org/10.1080/10920277.2019.1566075