9 citations · 18 across the 13 of their papers we have counts for
4 papers · 1 filter
Asymptotic Analysis of Optimal Diversification in Catastrophe Risk Pooling
Minh Chau Nguyen, Tony S. Wirjanto, Fan Yang
Catastrophe risk has long been recognized to pose a serious threat to the insurance sector. Catastrophe risk pooling offers an effective way to diversify losses arising from catast…
Prospective Multi-Graph Cohesion for Multivariate Time Series Anomaly Detection
Jiazhen Chen, Mingbin Feng, Tony S. Wirjanto
Anomaly detection in high-dimensional time series data is pivotal for numerous industrial applications. Recent advances in multivariate time series anomaly detection (TSAD) have in…
Semi-supervised Anomaly Detection with Extremely Limited Labels in Dynamic Graphs
Jiazhen Chen, Sichao Fu, Zheng Ma +3
Semi-supervised graph anomaly detection (GAD) has recently received increasing attention, which aims to distinguish anomalous patterns from graphs under the guidance of a moderate…
Strategic Investment to Mitigate Transition Risks
Jiayue Zhang, Tony S. Wirjanto, Lysa Porth +1
This paper investigates strategic investments needed to mitigate transition risks, particularly focusing on sectors significantly impacted by the shift to a low-carbon economy. It…