Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.
Motivated by understanding the devastating financial crisis in 2008 that was partially caused by underestimation of financial risk, we propose a class of time-varying mixture models for risk analysis and management. There are various...
Quasi-Newton methods have gained popularity across various domains, providing efficient iterative algorithms for finding optimal solutions to unconstrained optimization problems. Their limited- memory variants offer advantages in terms...
Some of the material in is restricted to members of the community. By logging in, you may be able to gain additional access to certain collections or items. If you have questions about access or logging in, please use the form on the Contact Page.