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Hariom Tatsat, CQF, FRM

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47
Date
2022/10/25
Image Link
https://media-exp1.licdn.com/dms/image/sync/C5627AQEFJYk8Hexr7A/articleshare-shrink_480/0/1666624300772?e=1667307600&v=beta&t=cKsUXi_qULXHttYupeEqA7EeTZb2LJIPhqzTkEzuUYQ
ML Score
3
Job
Barclays Investment Bank | Vice President
Content
Exited to share my newest publication: Sensitivity measures based on Scoring Functions which is joint work with Tobias Fissler (Vienna University).We introduce sensitivity measures for elicitable functionals such as VaR, VaR and ES, discuss their properties, and illustrate how to estimate them using neural nets.#actuarialscience #sensitivity #research #riskmanagement
Property
Integromat
Link
https://www.linkedin.com/feed/update/urn:li:activity:6990341508998524930
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0
Type
this
Profile
https://www.linkedin.com/in/hariomtatsat/
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