• QRM

  • Referenced in 637 articles [sw11358]
  • operational risk, risk-measurement and aggregation concepts, risk-management techniques for financial econometricians. Material from ... statistics courses on subjects like multivariate analysis, time series analysis and generalized linear modelling...
  • cmprsk

  • Referenced in 125 articles [sw11073]
  • package cmprsk: Subdistribution Analysis of Competing Risks. Estimation, testing and regression modeling of subdistribution functions...
  • PerformanceAnalytics

  • Referenced in 9 articles [sw09997]
  • PerformanceAnalytics: Econometric tools for performance and risk analysis: Collection of econometric functions for performance ... risk analysis. This package aims to aid practitioners and researchers in utilizing the latest research...
  • GHICA

  • Referenced in 7 articles [sw25996]
  • GHICA - Risk analysis with GH distributions and independent components. Over recent years, a study ... which overcomes the limitations in multivariate risk analysis. The idea is to first retrieve independent ... further implement the GHICA method to calculate risk measures given 20-dimensional German DAX portfolios...
  • AdaGrad

  • Referenced in 97 articles [sw22202]
  • give several efficient algorithms for empirical risk minimization problems with common and important regularization functions ... domain constraints. We experimentally study our theoretical analysis and show that adaptive subgradient methods outperform...
  • cmprskQR

  • Referenced in 17 articles [sw11076]
  • cmprskQR: Analysis of Competing Risks Using Quantile Regressions. Estimation, testing and regression modeling of subdistribution...
  • OptiRisk

  • Referenced in 8 articles [sw06238]
  • Specialists in Risk Analysis and Optimum Decision Making OptiRisk Systems is a UK-based company ... provides products and services for Optimisation and Risk Management solutions. OptiRisk serves customers across...
  • RAMAS Risk Calc

  • Referenced in 18 articles [sw09590]
  • Risk Calc supports probability bounds analysis, standard fuzzy arithmetic, and classical interval analysis. Its applications...
  • Prometheus

  • Referenced in 6 articles [sw07935]
  • fire fighting situations, in fire risk analysis and in the design of “fire-safe” communities...
  • spatstat

  • Referenced in 129 articles [sw04429]
  • functions for plotting spatial data, exploratory data analysis, model-fitting, simulation, spatial sampling, model diagnostics ... pair correlation function, kernel smoothed intensity, relative risk estimation with cross-validated bandwidth selection, mark...
  • StFinMetrics

  • Referenced in 34 articles [sw29976]
  • returns; rolling analysis and change-point detection; modelling extreme values and risk measures. The book...
  • HEC-FDA

  • Referenced in 3 articles [sw27347]
  • engineering and economic analysis during the formulation and evaluation of flood risk management plans ... assist USACE study members in using risk analysis procedures for formulating and evaluating flood risk ... risk management projects. The software, 1) stores hydrologic and economic data necessary for an analysis ... levee certification, and, 5) implements the risk analysis procedures described...
  • pec

  • Referenced in 5 articles [sw15816]
  • Risk Prediction Models in Survival Analysis. Validation of risk predictions obtained from survival models...
  • NERF

  • Referenced in 3 articles [sw01106]
  • specimen results are also presented. Keywords: Risk analysis; Fortran; Probability density functions; Numerical integration...
  • riskRegression

  • Referenced in 2 articles [sw19175]
  • Prediction Scores for Survival Analysis with Competing Risks. Implementation ... following methods for event history analysis. Risk regression models for survival endpoints also...
  • MAGERIT

  • Referenced in 2 articles [sw22127]
  • Information Technology Council) has prepared the Risk Analysis and Management Methodology for the information systems ... citizens, they also give rise to certain risks that must be minimized through security measures...
  • Riscue

  • Referenced in 1 article [sw27548]
  • software application for doing probabilistic risk analysis. Key application areas are: Cost and Schedule Risks ... Hazard analysis; Reliability analysis; Financial risks; Insurance; Total Value Chain Analysis; Oil reservoir and production...
  • TVICA

  • Referenced in 6 articles [sw25995]
  • structural change. In real data analysis with application to risk management, the TVICA confirms...
  • CFC

  • Referenced in 1 article [sw29205]
  • Cause-Specific Framework for Competing-Risk Analysis. Numerical integration of cause-specific survival curves ... parametric survival regression followed by competing-risk analysis, 2) API for CFC, accepting user-specified...
  • DFTCalc

  • Referenced in 3 articles [sw12545]
  • tool for efficient fault tree analysis. Effective risk management is a key to ensure that ... often required by law. Fault Tree Analysis (FTA) is a widely used methodology here, computing...