4 papers
Entanglement Harvesting Landscapes: A Common Computational Framework
Rahul Nigam, Ujjwala Vadrevu, Akshay Kulkarni
Entanglement harvesting provides an operational means of probing the nonlocal correlation structure of quantum fields through localized detector-field interactions. Although harves…
SHARC: SHAP-Based Interpretability in Machine Learning Risk Models for Regulatory Capital under ICAAP and CCAR
Ujjwala Vadrevu
The adoption of non-parametric machine learning models for regulatory capital estimation introduces a fundamental governance challenge: the inability to explain model outputs in a…
Forward-Looking Stress Testing Under Macro Scenarios: Stable SVaR Estimation Using a Hybrid GPR-HS Framework with SACS
Ujjwala Vadrevu
Regulatory stress testing frameworks, including the Comprehensive Capital Analysis and Review (CCAR) and the Internal Capital Adequacy Assessment Process (ICAAP), require robust St…
A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices
Ujjwala Vadrevu
Accurate forecasting of the Volatility-Covariance Matrix (VCV) is central to regulatory capital adequacy processes such as the Internal Capital Adequacy Assessment Process (ICAAP)…