MCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/
Gobet, Emmanuel
MCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/ Risk-based Capital requirements and optimal liquidation in a stress scenario/ Lakshithe Wagalath. Emmanuel Gobet. - Rio de Janeiro: IMPA, 2016. - video online
2 Talks (2nd @ 00:40:10).
Matematica.
cs
MCMC design-based non-parametric regression for rare-event. Application to nested-risk computations/ Risk-based Capital requirements and optimal liquidation in a stress scenario/ Lakshithe Wagalath. Emmanuel Gobet. - Rio de Janeiro: IMPA, 2016. - video online
2 Talks (2nd @ 00:40:10).
Matematica.
cs