• QRM

  • Referenced in 514 articles [sw11358]
  • market risk, credit risk, operational risk, risk-measurement and aggregation concepts, risk-management techniques...
  • CAViaR

  • Referenced in 109 articles [sw04424]
  • risk (VaR) is the standard measure of market risk used by financial institutions. Interpreting...
  • Dowd

  • Referenced in 23 articles [sw25415]
  • Offered in Kevin Dowd’s Book Measuring Market Risk. ’Kevin Dowd’s’ book Measuring Market ... read book in the area of risk measurement by students and practitioners alike ... market risk as well as backtesting risk measurement methods...
  • GHICA

  • Referenced in 4 articles [sw25996]
  • risk management methods that either calculate risk measures under the Gaussian distributional assumption or involve ... GHICA, which overcomes the limitations in multivariate risk analysis. The idea is to first retrieve ... implement the GHICA method to calculate risk measures given 20-dimensional German DAX portfolios...
  • LifeMetrics

  • Referenced in 13 articles [sw10674]
  • LifeMetrics: A toolkit for measuring and managing longevity and mortality risks...
  • StochaTR

  • Referenced in 4 articles [sw11113]
  • distortion risk constraint. Coherent distortion risk measures are applied to capture the possible violation ... optimization problems whose parameters are uncertain. Each risk constraint induces an uncertainty set of coefficients...
  • ORA

  • Referenced in 4 articles [sw22485]
  • network analysis tool that detects risks or vulnerabilities of an organization’s design structure ... relationships are represented by the Meta-Matrix. Measures that take as input a Meta-Matrix ... organization for potential risk. ORA contains over 100 measures which ... categorized by which type of risk they detect. Measures are also organized by input requirements...
  • 2-Phase NSGA II

  • Referenced in 1 article [sw28524]
  • NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization. Portfolio optimization ... expected return and to minimize the risk ... Variance has been considered as a risk measure. There are many constraints in the world...
  • HEC-FDA

  • Referenced in 3 articles [sw27347]
  • procedures for formulating and evaluating flood risk management measures ... staff in analyzing the economics of flood risk management projects. The software, 1) stores hydrologic...
  • AgenaRisk

  • Referenced in 5 articles [sw07338]
  • AgenaRisk enables decision-makers to measure and compare different risks in a way that...
  • COGARCH.rm

  • Referenced in 1 article [sw26000]
  • with ICA-COGARCH based homogeneous on risk measures and its further development...
  • EnviroStat

  • Referenced in 18 articles [sw11048]
  • time modeling of data, e.g., several pollutants measured in time by a network of gauges ... Environmental processes, Space-time modeling, Design and risk assessment, Implementation. The first part is devoted...
  • VaRES

  • Referenced in 1 article [sw17463]
  • most popular measures of financial risk. But the available R packages for their computation ... authors. It computes the two measures for over 100 parametric distributions, including all commonly known...
  • EMP

  • Referenced in 1 article [sw16346]
  • estimating EMP (Expected Maximum Profit Measure) in Credit Risk Scoring and Customer Churn Prediction, according...
  • riskRegression

  • Referenced in 2 articles [sw19175]
  • predictions (risk markers and risk prediction models). Prediction performance is measured by the Brier score ... deal with right censored data. Lists of risk markers and lists of risk models...
  • MATLAB Financial Toolbox

  • Referenced in 4 articles [sw07147]
  • estimate risk, analyze interest rate levels, price equity and interest rate derivatives, and measure investment...
  • MAGERIT

  • Referenced in 2 articles [sw22127]
  • rise to certain risks that must be minimized through security measures that guarantee the authenticity...
  • GFGM.copula

  • Referenced in 1 article [sw25300]
  • Copula. Compute bivariate dependence measures and perform bivariate competing risks analysis under the generalized Farlie...
  • DJL

  • Referenced in 1 article [sw15798]
  • analysis), SBM (slack-based measure), and SF (shortage function), benchmarking, risk analysis, technology adoption model...
  • CASPAR

  • Referenced in 6 articles [sw12242]
  • data. Motivation: DNA microarrays allow the simultaneous measurement of thousands of gene expression levels ... approaches exist to classify patients in different risk classes, however, relatively little has been done ... individual patient based on microarray measurements. CASPAR is based on a multivariate Cox regression model...