11 juil. 2023Importance Sampling for Minimization of Tail Risks: A Tutorial"Approximating the #tail #risk #measure by its sample average approximation, while appealing due to its simplicity and universality in...
19 mai 2023Supply Chain Risk: Measurement and Real Effects"We use #naturallanguageprocessing to #measure #supplychainrisk (#scr) faced by #us firms, as expressed in narratives of quarterly...