113 citations · 181 across the 8 of their papers we have counts for
Showing 2022Show all
2 papers · 1 filter
q-fin.RM2022★ 1 cited
Monte-Carlo Estimation of CoVaR
Weihuan Huang, Nifei Lin, L. Jeff Hong
is one of the most important measures of financial systemic risks. It is defined as the risk of a financial portfolio conditional on another financial portfolio being…
math.OC2022★ 1 cited
Large-Scale Inventory Optimization: A Recurrent-Neural-Networks-Inspired Simulation Approach
Tan Wan, L. Jeff Hong
Many large-scale production networks include thousands types of final products and tens to hundreds thousands types of raw materials and intermediate products. These networks face…