Lightning Talks II (Day 1)

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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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