Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
G. Castermans, David Martens, Tony Van Gestel, B. ...
—The WebInVivo project aims at providing automated support for clinical research on neglected diseases. It includes mechanisms for (a) sharing and reusing clinical trial assets, ...
Maria Beatriz Felgar de Toledo, Olga Nabuco, Marco...
Although software managers are generally good at new project estimation, their experience of scheduling rework tends to be poor. Inconsistent or incorrect effort estimation can in...
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...