Mansfield Road
Oxford, Oxfordshire OX1 4AU
United Kingdom
University of Oxford
SSRN RANKINGS
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in Total Papers Citations
missing data, machine learning, spectral analysis
Probabilistic Graphical Models, Stress Testing, Model Risk
Stress Testing, Probabilistic Graphical Models
financial networks, probabilistic graphical models, bayesian networks
credit portfolio models, economic capital, stress testing, Bayesian Networks, tail events
Artificial Intelligence, Financial Services, Auditing, Innovation
Stress Testing, Scenario Analysis, Probabilistic Graphical Models, Visualization, Model Risk, Machine Learning
Brexit, complex events, Bayesian Nets, Scottish Independence
NLP, causal graphs, Bayesian Networks, macro-finance, expert elicitation, knowledge mining.
Asset allocation, Bayesian Nets, causality, stress, portfolio optimization, extreme events
