Risk Model Validation

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Publisher :
ISBN 13 : 9781782722632
Total Pages : pages
Book Rating : 4.7/5 (226 download)

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Book Synopsis Risk Model Validation by : Peter Quell

Download or read book Risk Model Validation written by Peter Quell and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Analytics of Risk Model Validation

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Publisher : Elsevier
ISBN 13 : 0080553885
Total Pages : 217 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis The Analytics of Risk Model Validation by : George A. Christodoulakis

Download or read book The Analytics of Risk Model Validation written by George A. Christodoulakis and published by Elsevier. This book was released on 2007-11-14 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk model validation is an emerging and important area of research, and has arisen because of Basel I and II. These regulatory initiatives require trading institutions and lending institutions to compute their reserve capital in a highly analytic way, based on the use of internal risk models. It is part of the regulatory structure that these risk models be validated both internally and externally, and there is a great shortage of information as to best practise. Editors Christodoulakis and Satchell collect papers that are beginning to appear by regulators, consultants, and academics, to provide the first collection that focuses on the quantitative side of model validation. The book covers the three main areas of risk: Credit Risk and Market and Operational Risk.*Risk model validation is a requirement of Basel I and II *The first collection of papers in this new and developing area of research *International authors cover model validation in credit, market, and operational risk

Verification and Validation in Scientific Computing

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Publisher : Cambridge University Press
ISBN 13 : 1139491768
Total Pages : 782 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Verification and Validation in Scientific Computing by : William L. Oberkampf

Download or read book Verification and Validation in Scientific Computing written by William L. Oberkampf and published by Cambridge University Press. This book was released on 2010-10-14 with total page 782 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in scientific computing have made modelling and simulation an important part of the decision-making process in engineering, science, and public policy. This book provides a comprehensive and systematic development of the basic concepts, principles, and procedures for verification and validation of models and simulations. The emphasis is placed on models that are described by partial differential and integral equations and the simulations that result from their numerical solution. The methods described can be applied to a wide range of technical fields, from the physical sciences, engineering and technology and industry, through to environmental regulations and safety, product and plant safety, financial investing, and governmental regulations. This book will be genuinely welcomed by researchers, practitioners, and decision makers in a broad range of fields, who seek to improve the credibility and reliability of simulation results. It will also be appropriate either for university courses or for independent study.

Business Model Validation

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Publisher :
ISBN 13 : 9780692369562
Total Pages : 376 pages
Book Rating : 4.3/5 (695 download)

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Book Synopsis Business Model Validation by : David Wanetick

Download or read book Business Model Validation written by David Wanetick and published by . This book was released on 2015-02-27 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Over twenty years of high-level analytical experience-including hundreds of CEO interviews-are unleashed on the pages of Business Model Validation. Hundreds of valuable insights-regarding industries as diverse as textbook publishers to online pornography purveyors and from cement producers to death care operators-were selected to enable readers to maximize their returns-on-investment. David Wanetick reveals his groundbreaking analysis into emerging business models such as those of on-demand taxis, home sharing, Bitcoin, music streaming, drones, crowdfunding, marijuana dispensaries, electronic cigarettes, flash sales operators, freemium businesses, electric vehicles, massive open online course operators (MOOCs), cloud storage and 3-D printers.

The Validation of Risk Models

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Publisher : Springer
ISBN 13 : 1137436964
Total Pages : 242 pages
Book Rating : 4.1/5 (374 download)

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Book Synopsis The Validation of Risk Models by : S. Scandizzo

Download or read book The Validation of Risk Models written by S. Scandizzo and published by Springer. This book was released on 2016-07-01 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a one-stop-shop reference for risk management practitioners involved in the validation of risk models. It is a comprehensive manual about the tools, techniques and processes to be followed, focused on all the models that are relevant in the capital requirements and supervisory review of large international banks.

Model Validation and Uncertainty Quantification, Volume 3

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Publisher : Springer
ISBN 13 : 3319747932
Total Pages : 303 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Model Validation and Uncertainty Quantification, Volume 3 by : Robert Barthorpe

Download or read book Model Validation and Uncertainty Quantification, Volume 3 written by Robert Barthorpe and published by Springer. This book was released on 2018-07-30 with total page 303 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 36th IMAC, A Conference and Exposition on Structural Dynamics, 2018, the third volume of nine from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Uncertainty Quantification in Material Models Uncertainty Propagation in Structural Dynamics Practical Applications of MVUQ Advances in Model Validation & Uncertainty Quantification: Model Updating Model Validation & Uncertainty Quantification: Industrial Applications Controlling Uncertainty Uncertainty in Early Stage Design Modeling of Musical Instruments Overview of Model Validation and Uncertainty

Building Machine Learning Pipelines

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Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1492053147
Total Pages : 398 pages
Book Rating : 4.4/5 (92 download)

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Book Synopsis Building Machine Learning Pipelines by : Hannes Hapke

Download or read book Building Machine Learning Pipelines written by Hannes Hapke and published by "O'Reilly Media, Inc.". This book was released on 2020-07-13 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: Companies are spending billions on machine learning projects, but it’s money wasted if the models can’t be deployed effectively. In this practical guide, Hannes Hapke and Catherine Nelson walk you through the steps of automating a machine learning pipeline using the TensorFlow ecosystem. You’ll learn the techniques and tools that will cut deployment time from days to minutes, so that you can focus on developing new models rather than maintaining legacy systems. Data scientists, machine learning engineers, and DevOps engineers will discover how to go beyond model development to successfully productize their data science projects, while managers will better understand the role they play in helping to accelerate these projects. Understand the steps to build a machine learning pipeline Build your pipeline using components from TensorFlow Extended Orchestrate your machine learning pipeline with Apache Beam, Apache Airflow, and Kubeflow Pipelines Work with data using TensorFlow Data Validation and TensorFlow Transform Analyze a model in detail using TensorFlow Model Analysis Examine fairness and bias in your model performance Deploy models with TensorFlow Serving or TensorFlow Lite for mobile devices Learn privacy-preserving machine learning techniques

Model Validation and Uncertainty Quantification, Volume 3

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Publisher : Springer
ISBN 13 : 3319297546
Total Pages : 366 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Model Validation and Uncertainty Quantification, Volume 3 by : Sez Atamturktur

Download or read book Model Validation and Uncertainty Quantification, Volume 3 written by Sez Atamturktur and published by Springer. This book was released on 2016-06-27 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantifi cation, Volume 3. Proceedings of the 34th IMAC, A Conference and Exposition on Dynamics of Multiphysical Systems: From Active Materials to Vibroacoustics, 2016, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. Th e collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: • Uncertainty Quantifi cation & Model Validation • Uncertainty Propagation in Structural Dynamics • Bayesian & Markov Chain Monte Carlo Methods • Practical Applications of MVUQ • Advances in MVUQ & Model Updating • Robustness in Design & Validation • Verifi cation & Validation Methods

Model Validation and Uncertainty Quantification, Volume 3

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Publisher : Springer Nature
ISBN 13 : 3031370031
Total Pages : 208 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Model Validation and Uncertainty Quantification, Volume 3 by : Roland Platz

Download or read book Model Validation and Uncertainty Quantification, Volume 3 written by Roland Platz and published by Springer Nature. This book was released on 2023-10-06 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 41st IMAC, A Conference and Exposition on Structural Dynamics, 2023, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Introduction of Uncertainty Quantification Uncertainty Quantification in Dynamics Model Form Uncertainty and Selection incl. Round Robin Challenge Sensor and Information Fusion Virtual Sensing, Certification, and Real-Time Monitoring Surrogate Modeling

Model Validation and Uncertainty Quantification, Volume 3

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Publisher : Springer
ISBN 13 : 3319152246
Total Pages : 361 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Model Validation and Uncertainty Quantification, Volume 3 by : H. Sezer Atamturktur

Download or read book Model Validation and Uncertainty Quantification, Volume 3 written by H. Sezer Atamturktur and published by Springer. This book was released on 2015-04-25 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3. Proceedings of the 33rd IMAC, A Conference and Exposition on Balancing Simulation and Testing, 2015, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Uncertainty Quantification & Model Validation Uncertainty Propagation in Structural Dynamics Bayesian & Markov Chain Monte Carlo Methods Practical Applications of MVUQ Advances in MVUQ & Model Updating

Topics in Model Validation and Uncertainty Quantification, Volume 4

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Publisher : Springer Science & Business Media
ISBN 13 : 1461424313
Total Pages : 194 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Topics in Model Validation and Uncertainty Quantification, Volume 4 by : T. Simmermacher

Download or read book Topics in Model Validation and Uncertainty Quantification, Volume 4 written by T. Simmermacher and published by Springer Science & Business Media. This book was released on 2012-04-23 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics in Model Validation and Uncertainty Quantification, Volume 4, Proceedings of the 30th IMAC, A Conference and Exposition on Structural Dynamics, 2012, the fourth volume of six from the Conference, brings together 19 contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Robustness to Lack of Knowledge in Design Bayesian and Markov Chain Monte Carlo Methods Uncertainty Quantification Model Calibration

Model Validation and Uncertainty Quantification, Volume 3

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Publisher : Springer Nature
ISBN 13 : 3031040902
Total Pages : 151 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Model Validation and Uncertainty Quantification, Volume 3 by : Zhu Mao

Download or read book Model Validation and Uncertainty Quantification, Volume 3 written by Zhu Mao and published by Springer Nature. This book was released on 2022-07-01 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 40th IMAC, A Conference and Exposition on Structural Dynamics, 2022, the third volume of nine from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Uncertainty Quantification and Propagation in Structural Dynamics Bayesian Analysis for Real-Time Monitoring and Maintenance Uncertainty in Early Stage Design Quantification of Model-Form Uncertainties Fusion of Test and Analysis MVUQ in Action

Clinical Prediction Models

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Publisher : Springer
ISBN 13 : 3030163997
Total Pages : 574 pages
Book Rating : 4.0/5 (31 download)

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Book Synopsis Clinical Prediction Models by : Ewout W. Steyerberg

Download or read book Clinical Prediction Models written by Ewout W. Steyerberg and published by Springer. This book was released on 2019-07-22 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of this volume provides insight and practical illustrations on how modern statistical concepts and regression methods can be applied in medical prediction problems, including diagnostic and prognostic outcomes. Many advances have been made in statistical approaches towards outcome prediction, but a sensible strategy is needed for model development, validation, and updating, such that prediction models can better support medical practice. There is an increasing need for personalized evidence-based medicine that uses an individualized approach to medical decision-making. In this Big Data era, there is expanded access to large volumes of routinely collected data and an increased number of applications for prediction models, such as targeted early detection of disease and individualized approaches to diagnostic testing and treatment. Clinical Prediction Models presents a practical checklist that needs to be considered for development of a valid prediction model. Steps include preliminary considerations such as dealing with missing values; coding of predictors; selection of main effects and interactions for a multivariable model; estimation of model parameters with shrinkage methods and incorporation of external data; evaluation of performance and usefulness; internal validation; and presentation formatting. The text also addresses common issues that make prediction models suboptimal, such as small sample sizes, exaggerated claims, and poor generalizability. The text is primarily intended for clinical epidemiologists and biostatisticians. Including many case studies and publicly available R code and data sets, the book is also appropriate as a textbook for a graduate course on predictive modeling in diagnosis and prognosis. While practical in nature, the book also provides a philosophical perspective on data analysis in medicine that goes beyond predictive modeling. Updates to this new and expanded edition include: • A discussion of Big Data and its implications for the design of prediction models • Machine learning issues • More simulations with missing ‘y’ values • Extended discussion on between-cohort heterogeneity • Description of ShinyApp • Updated LASSO illustration • New case studies

Mathematical Modeling and Validation in Physiology

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Publisher : Springer
ISBN 13 : 3642328822
Total Pages : 270 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Mathematical Modeling and Validation in Physiology by : Jerry J. Batzel

Download or read book Mathematical Modeling and Validation in Physiology written by Jerry J. Batzel and published by Springer. This book was released on 2012-12-14 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume synthesizes theoretical and practical aspects of both the mathematical and life science viewpoints needed for modeling of the cardiovascular-respiratory system specifically and physiological systems generally. Theoretical points include model design, model complexity and validation in the light of available data, as well as control theory approaches to feedback delay and Kalman filter applications to parameter identification. State of the art approaches using parameter sensitivity are discussed for enhancing model identifiability through joint analysis of model structure and data. Practical examples illustrate model development at various levels of complexity based on given physiological information. The sensitivity-based approaches for examining model identifiability are illustrated by means of specific modeling examples. The themes presented address the current problem of patient-specific model adaptation in the clinical setting, where data is typically limited.

Topics in Model Validation and Uncertainty Quantification, Volume 5

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Publisher : Springer Science & Business Media
ISBN 13 : 1461465648
Total Pages : 264 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Topics in Model Validation and Uncertainty Quantification, Volume 5 by : Todd Simmermacher

Download or read book Topics in Model Validation and Uncertainty Quantification, Volume 5 written by Todd Simmermacher and published by Springer Science & Business Media. This book was released on 2013-05-30 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics in Model Validation and Uncertainty Quantification, Volume : Proceedings of the 31st IMAC, A Conference and Exposition on Structural Dynamics, 2013, the fifth volume of seven from the Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Uncertainty Quantification & Propagation in Structural Dynamics Robustness to Lack of Knowledge in Design Model Validation

Agent-Based Models in Economics

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Publisher : Cambridge University Press
ISBN 13 : 1108414990
Total Pages : 261 pages
Book Rating : 4.1/5 (84 download)

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Book Synopsis Agent-Based Models in Economics by : Domenico Delli Gatti

Download or read book Agent-Based Models in Economics written by Domenico Delli Gatti and published by Cambridge University Press. This book was released on 2018-03-22 with total page 261 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first step-by-step introduction to the methodology of agent-based models in economics, their mathematical and statistical analysis, and real-world applications.

Data Science Live Book

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Publisher :
ISBN 13 : 9789874273666
Total Pages : pages
Book Rating : 4.2/5 (736 download)

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Book Synopsis Data Science Live Book by : Pablo Casas

Download or read book Data Science Live Book written by Pablo Casas and published by . This book was released on 2018-03-16 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a practical guide to problems that commonly arise when developing a machine learning project. The book's topics are: Exploratory data analysis Data Preparation Selecting best variables Assessing Model Performance More information on predictive modeling will be included soon. This book tries to demonstrate what it says with short and well-explained examples. This is valid for both theoretical and practical aspects (through comments in the code). This book, as well as the development of a data project, is not linear. The chapters are related among them. For example, the missing values chapter can lead to the cardinality reduction in categorical variables. Or you can read the data type chapter and then change the way you deal with missing values. You¿ll find references to other websites so you can expand your study, this book is just another step in the learning journey. It's open-source and can be found at http://livebook.datascienceheroes.com