Philip J. Atkins

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 1

Top Topics

Risk Assessment

Principal Component Analysis

Covariance Matrix

Top Venues

Eur. J. Oper. Res.

Publications

Philip J. Atkins, Mark Cummins
Improved scalability and risk factor proxying with a two-step principal component analysis for multi-curve modelling. Eur. J. Oper. Res. 304 (3) (2023)