Anand Deo

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 9

Top Topics

Importance Sampling

Top Venues

Publications

Anand Deo, Karthyek Murthy
Importance Sampling for Minimization of Tail Risks: A Tutorial. WSC (2023)
Anand Deo, Karthyek Murthy, Tirtho Sarker
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk. WSC (2022)
Anand Deo, Sandeep Juneja
Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator. Oper. Res. 69 (2) (2021)
Anand Deo, Karthyek Murthy
Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers. CoRR (2021)
Anand Deo, Karthyek Murthy
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. CoRR (2021)
Anand Deo, Karthyek Murthy
Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. WSC (2021)
Anand Deo, Karthyek Murthy
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. CDC (2020)
Shubhada Agrawal, Siddharth Bhandari, Anirban Bhattacharjee, Anand Deo, Narendra M. Dixit, Prahladh Harsha, Sandeep Juneja, Poonam Kesarwani, Aditya Krishna Swamy, Preetam Patil, Nihesh Rathod, Ramprasad Saptharishi, Sharad Shriram, Piyush Srivastava, Rajesh Sundaresan, Nidhin Koshy Vaidhiyan, Sarath Yasodharan
City-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic. CoRR (2020)
Anand Deo, Sandeep Juneja
Limiting Distributional Fixed Points in Systemic Risk Graph Models. WSC (2019)