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Earthquake building damage detection based on synthetic-aperture-radar imagery and machine learning [PDF]
Natural Hazards and Earth System Sciences, 2023 This article presents a framework for semi-automated building damage assessment due to earthquakes from remote-sensing data and other supplementary datasets, while also leveraging recent advances in machine-learning algorithms.
A. Rao +6 more
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Backward Deep BSDE Methods and Applications to Nonlinear Problems
Risks, 2023 We present a pathwise deep Backward Stochastic Differential Equation (BSDE) method for Forward Backward Stochastic Differential Equations with terminal conditions that time-steps the BSDE backwards and apply it to the differential rates problem as a ...
Yajie Yu +2 more
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A Gentle Introduction to Model Risk Quantification in Commercial Banking [PDF]
Risk Management Magazine, 2022 Model risk is investigated from a commercial banking viewpoint. We firstly analyze model misspecification. Then, the focus shifts towards model sensitivity. Finally, interactions among various models are scrutinized.
Tiziano Bellini
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Predicting take-up of home loan offers using tree-based ensemble models: A South African case study
South African Journal of Science, 2021 We investigated different take-up rates of home loans in cases in which banks offered different interest rates. If a bank can increase its take-up rates, it could possibly improve its market share.
Tanja Verster +3 more
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Banks, Financial Platforms and Big Data: Development Trends and Regulation Directions [PDF]
Финансовый журнал, 2022 The introduction of Big Data technology into banking activities is aimed at improving the efficiency of banks, improving business processes, however, it creates new risk factors and determines the need to transform regulatory approaches.
Sergey A. Vasiliev +2 more
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An Entropic Approach for Pair Trading in PSX
Entropy, 2023 The perception in pair trading is to recognize that when two stocks move together, their prices will converge to a mean value in the future. However, finding the mean-reverted point at which the value of the pair will converge as well as the optimal ...
Laiba Amer, Tanweer Ul Islam
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Journal of Economic and Financial Sciences, 2023 Orientation: Market events during the coronavirus disease 2019 (COVID-19) pandemic exposed flaws in the econometric models used to derive International Financial Reporting Standards (IFRS) 9 impairments.
Yolanda S. Stander
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Key factors to establish the ovalbumin-induced atopic dermatitis minipig model: age and body weight
Laboratory Animal Research, 2022 Background Given its similar structure and immune response to the human skin, porcine is a good model for dermal studies. Here, we sensitized ovalbumin (Ova) on minipig back skin for 2–4 weeks to induce chronic atopic dermatitis (AD).
Young Kyu Kim +5 more
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Extension of SABR Libor Market Model to handle negative interest rates
Quantitative Finance and Economics, 2020 Variations of Libor Market Model (LMM), including Constant Elasticity of Variance-LMM (CEV-LMM) and Stochastic Alpha-Beta-Rho LMM (SABR-LMM), have become popular for modeling interest rate term structure.
Jie Xiong, Geng Deng, Xindong Wang
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Model Risk and Basic Approaches to its Estimation on Example of Market Risk Models [PDF]
Финансовый журнал, 2022 Model risk is currently a topic of great interest both to the academic community and to the financial industry; however, there is not yet any generally accepted approach to measuring it as of now.
Andrey Yu. Nevela, Victor A. Lapshin
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