Advancements in Simulation Methodologies Simulation is getting a serious upgrade, and it’s not just about faster computers ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...

We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply ...

This is a preview. Log in through your library . Abstract This paper analyses the stochastic simulation of econometric models using three different methods for ...

Daily flow data for the Usk River in Wales was simulated using a nonparametric bootstrap procedure that captures autocorrelation called k-nearest neighbor (k-NN) (Lall and Sharma, 1996). The objective ...

A common shortcut for forecasting initial margin requirements and margin valuation adjustments that are aligned with the International Swaps and Derivatives Association’s Standard Initial Margin Model ...