. unhlp12.pdf . 2016: . CTask 1. ct161.pdf . CTask 2. ct162.pdf . CTask 3. ct163.pdf . CTask 4. ct164.pdf . 2015/16: . NumTask 1. nt151.pdf . NumTask 2. nt152.pdf . NumTask 3. nt153.pdf . NumTask 4. nt154.pdf . NumTask 5. nt165.pdf . NumTask 6. nt166.pdf . NumTask 7. nt167.pdf . 2015: . MaximaTask 1. mt151.pdf . MaximaTask 2. mt152.pdf . MaximaTask 3. mt153.pdf . MaximaTask 4. mt154.pdf . C: chlp12.pdf . Maxima: max07.ps . UNIX: unnu12.pdf . PS output: .

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February 17 - Raphael Douady(RiskData) Nonlinear polymodels and the measure of risk in scarce data environment Nonlinear Polymodels and the StressVaR: New Risk Concepts for Fund Allocation Raphael Douady, joint work with Ilija I. Zovko, Cyril Coste and Alexander Cherny We introduce a novel approach to risk estimation based on nonlinear "poly-models": rather than one multi-factor model, the risk of an invetsment is represented by a collection of nonlinear dynamic single factor models. ...

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131. Форма 502

132. Project description | Siberian Lang