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Measuring marginal risk contributions in credit portfolios
Quantitative Finance, 2013The Fourier Transform Monte Carlo (FTMC) method, a powerful algorithm for robust computation of marginal risk contributions and capital allocations for credit portfolios in the framework of mixture models, is presented. The method outperforms results obtained from simple Monte Carlo simulations which are flawed by high variances if expected values ...
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Decomposing Inconsistencies: Marginal Contributions and Pooling Techniques
Proceedings of the Thirty-ThirdInternational Joint Conference on Artificial IntelligenceInconsistency measures quantify the degree of conflict within a set of propositions. They can be broadly categorized into global measures, which assess the overall inconsistency of a set, and local measures, which evaluate the contribution of single formulas to the overall inconsistency.
Christian Straßer +2 more
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Marginal Contributions in Games with Externalities
2016In this work we explore games with externalities, where our basic approach is rooted in the concept of marginal contributions of players to coalitions. We considered the general case where a player (in a coalition S) may join another coalition after leaving S.
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The Role of Gross Profit and Margin Contribution in Decision Making
, 2021O. S. Evmenchik +3 more
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Marginalized, not marginal: Adult education's unique contribution to the fight against HIV/AIDS
New Directions for Adult and Continuing Education, 2005AbstractAs the North American HIV/AIDS epidemic enters its third decade, marginalized communities remain disproportionately vulnerable to HIV/AIDS. What contributions has adult education made so far—and how might it play an increased role in the future?
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Contribution of Margin to Sales Planning
SSRN Electronic Journal, 2023Renard Wijaya +2 more
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Ranking Production Units According to Marginal Efficiency Contribution [PDF]
League tables associated with various forms of service activities from schools to hospitals illustrate the public need for ranking institutions by their productive performance. We present a new method for ranking production units which is based on each units marginal contribution to the technical efficiency of various “mergers” relative to a common ...
Mojtaba Ghiyasi, Jens Leth Hougaard
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Support Vector Machine Classifier via Soft-Margin Loss
IEEE Transactions on Pattern Analysis and Machine Intelligence, 2022, Shenglong Zhou
exaly
Journal of the American College of Surgeons, 2013
Levi D. Procter +5 more
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Levi D. Procter +5 more
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