Search for tag: "snips"
One World SNIPS - Abdul Lateef Haji-AliSpeaker: Abdul Lateef Haji-Ali (Heriot Watt University) Title: Sub-sampling and other considerations for efficient risk estimation in large portfolios
From Liam Holligan
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One World SNIPS - Conall KellySpeaker: Conall Kelly, University College Cork A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model
From Liam Holligan
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One World SNIPS Charles-Edouard BréhierOne World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 3, April 2020. Charles-Edouard Bréhier (Claude Bernard Lyon), Analysis of splitting schemes for the stochastic…
From Liam Holligan
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One World SNIPS Xuerong MaoOne World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 2, April 2020. Xuerong Mao (Strathclyde), The Truncated Euler-Maruyama Method for Stochastic Differential Delay…
From Greg McCracken
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One World SNIPS ZygalakisOne World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 1, April 2020 Kostas Zygalakis (Edinburgh), Explicit stabilised Runge-Kutta methods and their application to…
From Greg McCracken
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