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Risk Management
QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection
Yesterday by
Nouhaila Innan
and
others
at
New York University
Quantum Physics
,
Machine Learning
Measuring risk contagion in financial networks with CoVaR
Yesterday by
Bikramjit Das
and
Vicky Fasen-Hartmann
Risk Management
,
Probability
Impact of Climate transition on Credit portfolio's loss with stochastic collateral
Yesterday by
Lionel Sopgoui
Risk Management
,
Mathematical Finance
Closed-form solutions for VIX derivatives in a Legendre empirical model
2 days ago by
Ying-Li Wang
and
others
Pricing of Securities
,
Risk Management
Merton model and Poisson process with Log Normal intensity function
3 days ago by
Masato Hisakado
and
Shintaro Mori
Risk Management
,
Probability
Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios
3 days ago by
Jd Opdyke
Risk Management
,
Portfolio Management
Logarithmic resilience risk metrics that address the huge variations in blackout cost
6 days ago by
Arslan Ahmad
and
Ian Dobson
Risk Management
,
Applications
Zero-Shot Forecasting Mortality Rates: A Global Study
6 days ago by
Gábor Petneházi
and
others
Machine Learning
,
Risk Management
Foundation Time-Series AI Model for Realized Volatility Forecasting
7 days ago by
Anubha Goel
and
others
Risk Management
,
Statistical Finance
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
7 days ago by
Jérôme Lelong
and
others
Portfolio Management
,
Risk Management
Tail-GAN: Learning to Simulate Tail Risk Scenarios
7 days ago by
Rama Cont
and
others
at
University of Oxford
Risk Management
Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions
15 May 2025 by
Shanyu Han
and
others
Mathematical Finance
,
Artificial Intelligence
DeFi Liquidation Risk Modeling Using the Reflection Principle for Zero-Drift Brownian Motion
12 May 2025 by
Timofei Belenko
and
Georgii Vosorov
Risk Management
,
Computational Finance
Singular Control in Inventory Management with Smooth Ambiguity
12 May 2025 by
Arnon Archankul
and
Jacco J. J. Thijssen
Optimization and Control
,
Probability
Time-Series Foundation AI Model for Value-at-Risk Forecasting
12 May 2025 by
Anubha Goel
and
others
Risk Management
,
Artificial Intelligence
Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH
11 May 2025 by
Aryan Singh
and
others
Risk Management
,
Computational Finance
Robust Asset-Liability Management
9 May 2025 by
Tjeerd Vries
and
Alexis Akira Toda
at
University of San Diego
Risk Management
,
Mathematical Finance
Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
8 May 2025 by
Xin Tian
Risk Management
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
8 May 2025 by
Yuyu Chen
and
Seva Shneer
Probability
,
Theoretical Economics
Economic Security of Multiple Shared Security Protocols
8 May 2025 by
Abhimanyu Nag
and
others
Cryptography and Security
,
Risk Management
Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)
7 May 2025 by
Jiahua Xu
and
others
Risk Management
,
Computational Engineering, Finance, and Science
Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks
6 May 2025 by
Shanyan Lai
Pricing of Securities
,
Computational Finance
Stochastic dominance for linear combinations of infinite-mean risks
3 May 2025 by
Yuyu Chen
and
others
Probability
,
Risk Management
RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data
3 May 2025 by
Yupeng Cao
and
others
at
Stevens Institute of Technology
Risk Management
,
Artificial Intelligence
A stochastic Gordon-Loeb model for optimal cybersecurity investment under clustered attacks
2 May 2025 by
Giorgia Callegaro
and
others
Risk Management
,
Probability
Assessing solution quality in risk-averse stochastic programs
2 May 2025 by
E. Ruben Van Beesten
and
others
at
Northwestern University
Optimization and Control
,
Risk Management
Towards modelling lifetime default risk: Exploring different subtypes of recurrent event Cox-regression models
2 May 2025 by
Arno Botha
and
others
Risk Management
,
Statistical Finance
Realized Local Volatility Surface
30 April 2025 by
Yuming Ma
and
others
Risk Management
,
Optimization and Control
Static Hedging of Freight Rate Risk in the Shipping Market under Model Uncertainty
29 April 2025 by
Georgios Papayiannis
Risk Management
Can Nash inform capital requirements? Allocating systemic risk measures
29 April 2025 by
Çağın Ararat
and
Zachary Feinstein
Risk Management
,
Optimization and Control
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