Ergebnisse für: Dependency Modeling

Forecasting Value-at-Risk (VaR) for financial portfolios is a staggering task in financial risk management. The turmoil in financial markets as observed since September 2008 called for more complex VaR models, as "standard" VaR approaches failed to anticipate the collective market movements faced du...

This book describes opportunities in mission dependency network analysis made possible by advances in optimization methods.Mission dependency networks are increasingly complex, interconnected, and critically important. They may be as physically large as an international logistics system or as small ...