Online Risk Monitoring Using Offline Simulation (Q3386770)
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scientific article; zbMATH DE number 7290851
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Online Risk Monitoring Using Offline Simulation |
scientific article; zbMATH DE number 7290851 |
Statements
Online Risk Monitoring Using Offline Simulation (English)
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7 January 2021
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simulation analytics
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logistic regression
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Lasso
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classification
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Monte Carlo simulation
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variance reduction
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0.7276073098182678
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0.7029805183410645
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0.6927310228347778
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0.691990315914154
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0.6902168989181519
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