QRM L1-2: The dimensions of risk and friends
Welcome to Quantitative Risk Management (QRM). In this second video, we analyse the dimensions of risk. Risk is in fact an object that we need to consider from different points of view, and that sometimes we cannot even quantify. We will also discuss the importance of statistical thinking
From playlist Quantitative Risk Management
QRM L1-1: The Definition of Risk
Welcome to Quantitative Risk Management (QRM). In this first class, we define what risk if for us. We will discuss the basic characteristics of risk, underlining some important facts, like its subjectivity, and the impossibility of separating payoffs and probabilities. Understanding the d
From playlist Quantitative Risk Management
Welcome to Quantitative Risk Management (QRM). In this lesson we introduce the axiomatic approach to risk measures. We give the definition of risk measure and we discuss what its uses for us are in terms of reserve capital quantification. We then define coherent and convex measures. The p
From playlist Quantitative Risk Management
What is Value at Risk? VaR and Risk Management
In todays video we learn about Value at Risk (VaR) and how is it calculated? Buy The Book Here: https://amzn.to/37HIdEB Follow Patrick on Twitter Here: https://twitter.com/PatrickEBoyle What Is Value at Risk (VaR)? Value at risk (VaR) is a calculation that aims to quantify the level of
From playlist Risk Management
Statistics - How to find outliers
This video covers how to find outliers in your data. Remember that an outlier is an extremely high, or extremely low value. We determine extreme by being 1.5 times the interquartile range above Q3 or below Q1. For more videos visit http://www.mysecretmathtutor.com
From playlist Statistics
Percent Uncertainty In Measurement
This video tutorial provides a basic introduction into percent uncertainty. It also discusses topics such as estimated uncertainty, absolute uncertainty, and relative uncertainty. This video provides an example explaining how to calculate the percent uncertainty in the volume of the sphe
From playlist New Physics Video Playlist
Risk Assessment: Likelihood Determination
http://trustedci.org/ Determining Likelihood of a threat as part of a cyber risk assessment.
From playlist Center for Applied Cybersecurity Research (CACR)
Risk Management Lesson 5A: Value at Risk
In this first part of Lesson 5, we discuss Value-at-Risk (VaR). Topics: - Definition of VaR - Loss distribution and confidence level - The normal VaR
From playlist Risk Management
Expected shortfall: approximating continuous, with code (ES continous, FRM T5-03)
In my previous video, I showed you how we retrieve expected shortfall under the simplest possible discrete case. That was a simple historical simulation, but that was discrete. In this video, I'm going to review expected shortfall when the distribution is continuous. Specifically, I will u
From playlist Market Risk (FRM Topic 5)
DSI | AI-Enabled Innovations in Validation of Sanitation and Detection of Pathogens by Nitin Nitin
Food safety is one of the leading public health issues that continue to be a significant challenge for the food industry and consumers. These issues are critical for the minimally processed food products such as the fresh produce industry. Sanitation is a critical control step for the safe
From playlist DSI Virtual Seminar Series
How To Measure a Financial Risk? | Valuation and Risk Models Part-1 | FRM | Simplilearn
🔥Explore Our Free Courses With Completion Certificate by SkillUp: https://www.simplilearn.com/skillup-free-online-courses?utm_campaign=HowToMeasureAFinancialRisk&utm_medium=DescriptionFirstFold&utm_source=youtube This video explains the: 1.Measure of Financial Risk 2.Expected Shortfall 3.V
From playlist FRM Tutorial | Financial Risk Management Tutorial | Simplilearn
Daniel Kuhn: "Wasserstein Distributionally Robust Optimization: Theory and Applications in Machi..."
Intersections between Control, Learning and Optimization 2020 "Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning" Daniel Kuhn - École Polytechnique Fédérale de Lausanne (EPFL) Abstract: Many decision problems in science, engineering and economi
From playlist Intersections between Control, Learning and Optimization 2020
Alkéos Michaïl - Perturbations of a large matrix by random matrices
We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent with a variance profile. We prove that, depending
From playlist Les probabilités de demain 2017
An introduction to Dolgopyat's method - Frédéric Naud
Emerging Topics Working Group Topic: An introduction to Dolgopyat's method Speaker:Frédéric Naud Affiliation: Université Avignon Date: October 11, 2017 For more videos, please visit http://video.ias.edu
From playlist Mathematics
Fabrice Planchon: The wave equation on a model convex domain revisited
Abstract: We detail how the new parametrix construction that was developped for the general case allows in turn for a simplified approach for the model case and helps in sharpening both positive and negative results for Strichartz estimates. Recording during the thematic meeting "French-A
From playlist Partial Differential Equations
Understanding the inductive bias due to dropout - Raman Arora
Workshop on Theory of Deep Learning: Where next? Topic: Understanding the inductive bias due to dropout Speaker: Raman Arora Affiliation: Johns Hopkins University; Member, School of Mathematics Date: October 17, 2019 For more video please visit http://video.ias.edu
From playlist Mathematics
Statistics 5_1 Confidence Intervals
In this lecture explain the meaning of a confidence interval and look at the equation to calculate it.
From playlist Medical Statistics
Two manifestations of rigidity in point sets: forbidden regions... by Subhroshekhar Ghosh
PROGRAM :UNIVERSALITY IN RANDOM STRUCTURES: INTERFACES, MATRICES, SANDPILES ORGANIZERS :Arvind Ayyer, Riddhipratim Basu and Manjunath Krishnapur DATE & TIME :14 January 2019 to 08 February 2019 VENUE :Madhava Lecture Hall, ICTS, Bangalore The primary focus of this program will be on the
From playlist Universality in random structures: Interfaces, Matrices, Sandpiles - 2019