(ML 11.3) Frequentist risk, Bayesian expected loss, and Bayes risk
A simple way to visualize the relationships between the frequentist risk, Bayesian expected loss, and Bayes risk.
From playlist Machine Learning
Risk Management Lesson 4B: Volatility (second part) and Coherent Risk Measures
This is the second half of Lesson 4. Topics: - Exercise about volatility modeling with G-arch - Coherent risk measures - Are the variance and the standard deviation coherent? A useful document for you is available here: https://www.dropbox.com/s/6pdygf0bw6bcce1/coherence.pdf
From playlist Risk Management
Having ‘a fear of intimacy’ is considered a great sin, but it’s a very natural one, which deserves sympathy and understanding. Please subscribe here: http://tinyurl.com/o28mut7 If you like our films take a look at our shop (we ship worldwide): http://www.theschooloflife.com/shop/all/ Bro
From playlist RELATIONSHIPS
Lecture 02 Assessment of pulmonary risk part 1
Assessment of pulmonary risk part 1
From playlist Perioperative Patient Care _ Demo
QRM L1-1: The Definition of Risk
Welcome to Quantitative Risk Management (QRM). In this first class, we define what risk if for us. We will discuss the basic characteristics of risk, underlining some important facts, like its subjectivity, and the impossibility of separating payoffs and probabilities. Understanding the d
From playlist Quantitative Risk Management
What's the main mistake that risk managers are making with conduct risk and compliance?
Peter Tyson, Head Of Conduct & Compliance, Standard Life, explains the key mistakes that risk managers are making with conduct and compliance at RiskMinds Insurance 2016.
From playlist Insurance risk: Predict risk in an unpredictable world
Lecture 9: Risk-Sharing with Production
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
MIT 15.401 Finance Theory I, Fall 2008 View the complete course: http://ocw.mit.edu/15-401F08 Instructor: Andrew Lo License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT 15.401 Finance Theory I, Fall 2008
Solving BCBS-185 with Machine Learning
The Basel directive, BCBS-185, outlines sound practices for back-testing counterparty risk models to ensure they are effective. Here, Peter Zeitsch, Solution Architecht at Calypso Technology, argued that it essentially reduces to one tricky requirement: capturing the ‘black-swans’ or jumps
From playlist Innovation and disruption: Causing ripples in risk
Darwinian Model Risk and Reverse Stress Testing
SIAM Activity Group on FME Virtual Talk Series Join us for a series of online talks on topics related to mathematical finance and engineering and running every two weeks until further notice. The series is organized by the SIAM Activity Group on Financial Mathematics and Engineering. Dat
From playlist SIAM Activity Group on FME Virtual Talk Series
Risk Management Lesson 4A: Volatility
First part of Lesson 4. Topics: - Definitions of volatility - Basic assumptions (do they hold?) - Arch and G-arch models (brief overview)
From playlist Risk Management
Lecture 10: Ledgers and Management
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
Andrew Lo: "Evolutionary Foundations of Economic Behavior, Bounded Rationality, and Intelligence"
Green Family Lecture Series 2015, Research Lecture "Evolutionary Foundations of Economic Behavior, Bounded Rationality, and Intelligence" Andrew W. Lo, Massachusetts Institute of Technology Institute for Pure and Applied Mathematics, UCLA May 19, 2015 For more information: http://www.ip
From playlist Public Lectures
The 4 greatest threats to the survival of humanity
Dig into the 4 biggest existential risks that threaten the survival of humanity, and explore how we can safeguard our future. -- With the invention of the atomic bomb, humanity gained the power to destroy itself for the first time in our history. Since then, our risk of either extinction
From playlist New TED-Ed Originals
Financial Markets (2011) (ECON 252) Professor Shiller introduces basic concepts from probability theory and embeds these concepts into the concrete context of financial crises, with examples from the financial crisis from 2007-2008. Subsequent to a historical narrative of the financial cr
From playlist Financial Markets (2011) with Robert Shiller
Artificial Intelligence: 10 Risks You Should Know About
What are the risks of artificial intelligence dangerous, and how do we develop ethical, safe and beneficial AI? This was produced before GPT and LLMs existed, but is more relevant now than ever - simply switch out Alexa for ChatGPT. Risk Bites dives into AI risk and AI ethics, with ten po
From playlist Is Artificial Intelligence Going to Kill Us All?
Prospect Theory and Stock Market Anomalies - L. Jin - 1/31/2020
"Prospect Theory and Stock Market Anomalies" Lawrence Jin, Assistant Professor of Finance, Caltech Abstract: This talk discusses some recent development in the field of behavioral finance, with a focus on a new model of asset prices in which investors evaluate risk according to prospect t
From playlist HSS Caltech + Finance 2020
Cyber risk quantification: What do you need to consider?
Gil Hazaz, VP Sales – Enterprise, KOVRR
From playlist RiskMinds 2021
Lecture 8: Risk-Sharing Application
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020