Boadilla del Monte, 28660
London, WC1E 6BT
Dept. of Computer Science, UCL
Acquisition function, Bayesian Optimization, Gaussian Process, Loss Distribution, Monte Carlo
Complexity, Complex System, Systemic Risk, Shock, Simulation, Mathematica, Recovery, Contagion, Contagion Index
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capital value, diversification, game theory, operational risk, service, Shapley.
File name: SSRN-id3780275.pdf
Rao distribution; central limit theorem; operational risk; value-at-risk (VaR); capital value.
File name: SSRN-id2802525.pdf
goodness-of-fit, transformed normal, cumulative distribution, significance level topology
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