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Introduction -- Macroprudential Oversight -- Macroprudential Data -- Data and Dimension Reduction -- Data-Dimension Reductions: A Comparison -- Extending the SOM -- Self-Organizing Financial Stability Map (SOFSM) -- Exploiting the SOFSM -- Decomposing Financial Crises with SOTMs -- Conclusions,...
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This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its … classical simulation based algorithms before introducing some of the new, cutting edge approaches under development …
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