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- 07-2015 Необычное в дизайне: необычная мебель на заказ
- 07-2015 Важность сварки в современности
- 07-2015 Кондитерское и мучное создание
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- 07-2015 Mathematical Models of Price Impact and Optimal Portfolio Management in Illiquid Markets
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- 07-2015 Publishing Switzerland 2015
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- 07-2015 Japan Case Study
- 07-2015 AIG Case Study Using FNA HeavyTails™ Outlier Monitor
- 07-2015 AQAL Risk Management
- 07-2015 Levels of Development
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- 07-2015 Seek Out the New: Harnessing Network Intelligence
- 07-2015 Summary
- 07-2015 On Some Approaches to Managing Market Risk Using VaR Limits: A Note
- 07-2015 Trading Strategy as a “Shadow” Part of Market Risk
- 07-2015 The Role of VaR Limits in Risk Budgeting
- 07-2015 Do Risk Limits Add Value?
- 07-2015 Integrating Stop-Loss Limits into VaR Limits
- 07-2015 Setting VaR Limits Based on Portfolio Insurance and Quantile Hedging
- 07-2015 Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets
- 07-2015 Model
- 07-2015 Results
- 07-2015 Raising Issues About Impact of High Frequency Trading on Market Liquidity
- 07-2015 How to Disentangle the Impact of HFT on Market Liquidity from Other Factors?
- 07-2015 How to Evaluate the Impact of HFT on Particular Aspects of Market Liquidity?
- 07-2015 Application of Copula Models for Modeling One-Dimensional Time Series
- 07-2015 Generation of Time Series
- 07-2015 Problem Statement
- 07-2015 The Results of Evaluation on Generated Data
- 07-2015 Examples of Using the Test
- 07-2015 Modeling Demand for Mortgage Loans Using Loan-Level Data
- 07-2015 Introduction and Literature Review
- 07-2015 Structural and Econometric Model
- 07-2015 Sample Selection Bias in Mortgage Market Credit Risk Modeling
- 07-2015 Econometric Models for Credit Underwriting and Default
- 07-2015 Key Drivers of Default
- 07-2015 Global Risk Factor Theory and Risk Scenario Generation Based on the Rogov-Causality Test of Time Series Time-Warped Longest Common Subsequence
- 07-2015 The Mechanism of Causal Relationships
- 07-2015 Global Risk Factor Index
- 07-2015 Industry Specifics of Global Risk Factor Exposure
- 07-2015 Geographical Specifics of Global Risk Factor Exposure
- 07-2015 Scenario Generation Based on 22-Year Cycle
- 07-2015 Benchmarking
- 07-2015 Time Series Data Mining vs. Risk Management
- 07-2015 Longest Common Subsequence Similarity (LCSS)
- 07-2015 Time-Warped Longest Common Subsequence (T-WLCS)
- 07-2015 Time Series Temporality: Rogov-Causality Test
- 07-2015 Time Series Clustering
- 07-2015 Stress-Testing Model for Corporate Borrower Portfolios
- 07-2015 Modification of the Vasicek Model
- 07-2015 Monte-Carlo Simulation Schema
- 07-2015 Transformation to a Portfolio Model
- 07-2015 Comparison of Portfolio Management Strategies
- 07-2015 The Daniels Model (2003)
- 07-2015 Social Diffusion of Disruptive Information
- 07-2015 Evidence of Microstructure Variables’ Nonlinear Dynamics from Noised High-Frequency Data
- 07-2015 Smoothing Data for Further Analysis and Preliminary Observations
- 07-2015 Correlation Dimension Approach to Research
- 07-2015 Scheinkman and LeBaron Test for Predictability
- 07-2015 Recurrence Plot Approach
- 07-2015 Revisiting of Empirical Zero Intelligence Models
- 07-2015 The Mike-Farmer Model (2008)
- 07-2015 The Mike-Farmer Model Without the Cancellation Process (MFWC)
- 07-2015 Quality Analysis of the Models
- 07-2015 Construction and Backtesting of a Multi-Factor Stress-Scenario for the Stock Market
- 07-2015 . The Risk Factors Evolution Model
- 07-2015 The Risk Factor Interrelation Model
- 07-2015 General Scheme of the Model Workflow
- 07-2015 Analysis and Backtesting
- 07-2015 Modeling Financial Market Using Percolation Theory
- 07-2015 Percolation Model of Stock Market Prices
- 07-2015 Model Calibration
- 07-2015 How Tick Size Affects the High Frequency Scaling of Stock Return Distributions
- 07-2015 Literature Review
- 07-2015 Empirical Analysis
- 07-2015 Statistical Models for Large Tick Assets
- 07-2015 Market Shocks: Review of Studies
- 07-2015 Price Formation Mechanism
- 07-2015 Origins of Market Shocks
- 07-2015 Price-Volume Relationship
- 07-2015 Jumps Identification
- 07-2015 Model-Independent Price Jump Indicators
- 07-2015 Model-Dependent Price Jump Indicators
- 07-2015 Empirical Description of Markets Around Shocks
- 07-2015 The Synergy of Rating Agencies’ Efforts Russian Experience
- 07-2015 Comparison of the Ratings: Literature and Practice Overview
- 07-2015 Rating Comparisons in the Literature
- 07-2015 Dynamic of the Rating Agencies Activities in Russia
- 07-2015 Comparison of Ratings: Methods and Algorithms
- 07-2015 Modeling of Ratings and the Probability of Default Forecast Models
- 07-2015 Models and Data for Bank Ratings
- 07-2015 Models of Corporations and Sovereigns
- 07-2015 Probability of Default Models
- 07-2015 System of Models and Synergy of Rating Estimations
- 07-2015 Spread Modelling Under Asymmetric Information
- 07-2015 Distinguishing Features of Glosten and Milgrom Model Modification
- 07-2015 Unknown Real Asset Value and Informed Traders’ Errors During the Trading Process
- 07-2015 Simulation Results
- 07-2015 On the Modeling of Financial Time Series
- 07-2015 Stylized Facts
- 07-2015 Brief Review of Financial Time-Series Models
- 07-2015 Multifractal Formalism for Stochastic Processes
- 07-2015 Multifractal Random Walk Model
- 07-2015 Numerical Simulation of the MRW Process
- 07-2015 Statistical Properties of MRW Process
- 07-2015 Calibration of the Model
- 07-2015 Adaptive Stress Testing: Amplifying Network Intelligence by Integrating Outlier Information (Draft 16)
- 07-2015 Amplification Mechanisms Dr ive Systemic Risk
- 07-2015 Adaptive Stress Testing Framework
- 07-2015 Building an Adaptive Stress Library
- 07-2015 Social Markets Hypothesis
- 07-2015 Outliers as Early Warning Signals
- 07-2015 European Divergence Case Study
- 07-2015 U. S. Subprime Case Study: 2006-2008
- 07-2015 The Second Wave: HSBC’s February 2007 Loss
- 07-2015 Risk Myopia and Disruptive Information
- 07-2015 Innovation Comes from the Periphery
- 07-2015 Cycle of Hidden vs. Visible Risk
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