2 citations · 2 across the 2 of their papers we have counts for
3 papers
q-fin.PM2021
Optimal Portfolio Choice and Stock Centrality for Tail Risk Events
Christis Katsouris
We propose a novel risk matrix to characterize the optimal portfolio choice of an investor with tail concerns. The diagonal of the matrix contains the Value-at-Risk of each asset i…
cs.SE2018
Efficient Parametric Model Checking Using Domain Knowledge
Radu Calinescu, Colin Paterson, Kenneth Johnson
We introduce an efficient parametric model checking (ePMC) method for the analysis of reliability, performance and other quality-of-service (QoS) properties of software systems. eP…
cs.CY2017★ 2 cited
Monitoring and Intervention: Concepts and Formal Models
Kenneth Johnson, John V. Tucker, Victoria Wang
Our machines, products, utilities, and environments have long been monitored by embedded software systems. Our professional, commercial, social and personal lives are also subject…