Closing Sessions: Matt Dancho, Leonardo Silvestri
Description
Francesco Bianchi: Measuring Risk with Continuous Time Generalized Autoregressive Conditional Heteroscedasticity Models
Eina Ooka: Bunched Random Forest in Monte Carlo Risk Simulation
Matteo Crimella: Operational Risk Stress Testing: An Empirical Comparison of Machine Learning Algorithms and Time Series Forecasting Methods
Thomas Zakrzewski: Using R for Regulatory Stress Testing Modeling
Andy Tang: How much structure is best?
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