Ramin okhrati
WebbRamin Okhrati Abstract We investigate hedging the risk of delayed data in certain defaultable securi-ties through the local risk minimization approach. From a nancial … WebbAbout. I am the head of Artificial Intelligence Risk Laboratory (AIRiskLab) (UCL-IFT) and an assistant professor in digital finance at the Institute of …
Ramin okhrati
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WebbRamin Okhrati∗, Uwe Schmock† Abstract Extending Ito’s formula to non-smooth functions is important both in theory and appli-ˆ cations. One of the fairly general extensions of the … Webb30 nov. 2024 · A Multilinear Sampling Algorithm to Estimate Shapley Values, Ramin Okhrati, Aldo Lipani. 2024 25th International Conference on Pattern Recognition (ICPR) (2024) Improving Cooperative Game Theory-based Data Valuation via Data Utility Learning , Tianhao Wang, Yu Yang, Ruoxi Jia.
WebbThe lab was founded and is currently led by Dr Ramin Okhrati, a full-time faculty member of the Institute of Finance & Technology (IFT). Academic and Advisory Members PhD students Projects Offline Reinforcement Learning for Contractual Pricing Sponsor: NatWest Group Lead Investigators : Raad Khraishi, Dr Ramin Okhrati, Prof Francesca Medda WebbPlease report any queries concerning the funding data grouped in the sections named "Externally Awarded" or "Internally Disbursed" (shown on the profile page) to your …
WebbContributors: Pin Ni; Ramin Okhrati; Steven Guan; Victor Chang Show more detail. Source: Crossref LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY … WebbOffline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit --- Ramin Okhrati. We introduce a method for pricing consumer credit using recent advances in offline deep reinforcement learning. This approach relies on a static dataset and requires no assumptions on the functional form of demand.
Webb1 jan. 2024 · We apply the standard yearly cohort method (Moral, 2006) to prepare the data for analysis and set the reference month where the estimation takes place on November 1 st of every year.The values of behavioural and macroeconomic covariates are then collected a month prior to the reference month, namely in October, whereas the …
Webb10 dec. 2024 · Ramin Okhrati Define alternative credit risk models, based on risk measures, and that depart from the current dependence on credit rating agencies. View project motorized water ski boardWebb22 okt. 2024 · Ramin Okhrati, Aldo Lipani Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and … motorized water vehiclesWebbI'm based in London where I'm working as a lead data scientist at NatWest Group and pursuing my PhD at UCL within the Institute of Finance & Technology. I'm also a member … motorized water siphonWebb10 dec. 2024 · PDF On Dec 10, 2024, Ramin Okhrati and others published A Multilinear Sampling Algorithm to Estimate Shapley Values Find, read and cite all the research you need on ResearchGate motorized watercraftWebb6 mars 2024 · Raad Khraishi, Ramin Okhrati. We introduce a method for pricing consumer credit using recent advances in offline deep reinforcement learning. This approach relies … motorized water valve with manual overrideWebbResearch interests. Time Series, Credit Scoring. PhD Supervision. Prof. Zudi Lu, Dr Ramin Okhrati. Research group. Statistics motorized water toys for kidsWebbrisks Article Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums José Garrido 1 and Ramin Okhrati 2,* 1 Department of Mathematics and Statistics, Concordia University, Montreal, QC H3G 1M8, Canada; [email protected] 2 Mathematical Sciences, University of Southampton, … motorized water tube