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 …

[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 …

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 …

Statistical analysis of pulsed laser beam welding repair strategies of nickel-base superalloys

C Kästner, M Neugebauer, K Schricker, JP Bergmann - Procedia CIRP, 2020 - Elsevier
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 …

[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 …

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 …

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 …

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 …

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 (…

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 …