The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and ...

In this Artificial Intelligence podcast with Lex Fridman, computer scientist Donald Knuth discusses Alan Turing, Neural networks, machine learning and other AI topics from ant colonies and human ...

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Statistics with Finance. This course is ...

We demonstrate the impact of conditional correlation on an asymptotic single risk factor model within the framework of dynamic credit provisioning and stress testing. Specifically, we show the effect ...

For foliations defined by the orbits of isometric Lie group actions it is shown that the trace of the basic heat kernel admits an asymptotic expansion. The new tehnical aspect in this context is that ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We propose a new machine-learning-based approach for forecasting Value-at-Risk (VaR) named CoFiE-NN where a neural network ...