Search Results for author: Gelin Gao

Found 1 papers, 0 papers with code

Causal Data Science for Financial Stress Testing

no code implementations8 Mar 2017 Gelin Gao, Bud Mishra, Daniele Ramazzotti

The most recent financial upheavals have cast doubt on the adequacy of some of the conventional quantitative risk management strategies, such as VaR (Value at Risk), in many common situations.

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