Lightning Talks II (Day 1)
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?