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Jimmy Risk
Publication Activity (10 Years)
Years Active: 2018-2023
Publications (10 Years): 2
Top Topics
Gaussian Process
Gaussian Process Classification
Top Venues
CoRR
SIAM J. Financial Math.
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Publications
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Mike Ludkovski
,
Jimmy Risk
Expressive Mortality Models through Gaussian Process Kernels.
CoRR
(2023)
Jimmy Risk
,
Michael Ludkovski
Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement.
SIAM J. Financial Math.
9 (4) (2018)