A stochastic processes toolkit for risk management
D Brigo, A Dalessandro, M Neugebauer… - arXiv preprint arXiv …, 2008 - arxiv.org
In risk management it is desirable to grasp the essential statistical features of a time series
representing a risk factor. This tutorial aims to introduce a number of different stochastic …
representing a risk factor. This tutorial aims to introduce a number of different stochastic …
[HTML][HTML] Strategies for increasing the productivity of pulsed laser cladding of hot-crack susceptible nickel-base superalloy Inconel 738 LC
C Kästner, M Neugebauer, K Schricker… - Journal of Manufacturing …, 2020 - mdpi.com
A novel repair strategy based on decoupled heat source for increasing the productivity of
wire-assisted pulsed laser cladding of the γ’-precipitation strengthening nickel-base …
wire-assisted pulsed laser cladding of the γ’-precipitation strengthening nickel-base …
A stochastic processes toolkit for risk management: Geometric Brownian motion, jumps, GARCH and variance gamma models
…, A Dalessandro, M Neugebauer… - Journal of Risk …, 2009 - ingentaconnect.com
In risk management it is desirable to grasp the essential statistical features of a time series
representing a risk factor. This paper aims to introduce a number of different stochastic …
representing a risk factor. This paper aims to introduce a number of different stochastic …
Statistical analysis of pulsed laser beam welding repair strategies of nickel-base superalloys
Pulse shaping is a suitable option to adapt energy input and temperature gradients in the
base material during filler wire assisted laser beam welding, although the influence on the …
base material during filler wire assisted laser beam welding, although the influence on the …
[PDF][PDF] A comparative empirical study of asset correlations
JD Akhavein, AE Kocagil, M Neugebauer - Fitch Ratings, New York, 2005 - Citeseer
∎ Summary This study examines alternative approaches of empirical asset correlation
modeling. In this context, we estimate and compare default correlation-based, rating …
modeling. In this context, we estimate and compare default correlation-based, rating …
A stochastic processes toolkit for risk management: Mean reverting processes and jumps.
…, A Dalessandro, M Neugebauer… - Journal of Risk …, 2009 - search.ebscohost.com
In risk management it is desirable to grasp the essential statistical features of a time series
representing a risk factor. This paper aims to introduce a number of different stochastic …
representing a risk factor. This paper aims to introduce a number of different stochastic …
Nagare media ingest: a server for live CMAF ingest workflows
M Neugebauer - Proceedings of the 13th ACM Multimedia Systems …, 2022 - dl.acm.org
New media ingest protocols have been presented recently. SRT and RIST compete with old
protocols such as RTMP while the DASH-IF specified an HTTP-based ingest protocol for …
protocols such as RTMP while the DASH-IF specified an HTTP-based ingest protocol for …
Programming sensor networks with state-centric services
…, U Müller, R Sugar, L Latour, M Neugebauer… - … Distributed Computing in …, 2010 - Springer
This paper presents the uDSSP (“micro DSSP”) programming model which simplifies the
development of distributed sensor network applications that make use of complex in-network …
development of distributed sensor network applications that make use of complex in-network …
The analysis of short-term rating migration in synthetic CDOs
R Hrvatin, M Neugebauer, G Stoyle - The Journal of Structured …, 2006 - pm-research.com
The credit rating on a tranche of a synthetic CDO transaction addresses the probability that
losses in the reference portfolio will not exceed that tranche's available credit enhancement (…
losses in the reference portfolio will not exceed that tranche's available credit enhancement (…
Metalevel database programming and visualization with POETView
M Neugebauer - Workshop on Database Issues for Data Visualization, 1995 - Springer
The separation of data model and presentation has been shown to be highly useful for the
visualization of data. The Model-View-Controller (MVC) paradigm used by Smalltalk has been …
visualization of data. The Model-View-Controller (MVC) paradigm used by Smalltalk has been …