Search Results for author: Ken Seng Tan

Found 3 papers, 0 papers with code

Joint Liability Model with Adaptation to Climate Change

no code implementations22 Apr 2024 Jiayue Zhang, Ken Seng Tan, Tony S. Wirjanto, Lysa Porth

This paper extends the application of ESG score assessment methodologies from large corporations to individual farmers' production, within the context of climate change.

Navigating Uncertainty in ESG Investing

no code implementations3 Oct 2023 Jiayue Zhang, Ken Seng Tan, Tony S. Wirjanto, Lysa Porth

The widespread confusion among investors regarding Environmental, Social, and Governance (ESG) rankings assigned by rating agencies has underscored a critical issue in sustainable investing.

Navigate Reinforcement Learning (RL)

Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms

no code implementations22 Jan 2022 Chaofan Sun, Ken Seng Tan, Wei Wei

In contrast to the risk-free closeout, the replacement closeout renders a nonlinear valuation system, which constitutes the major difficulty in the valuation of the counterparty credit risk.

Computational Efficiency

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