Risk-limiting financial audits via weighted sampling without replacement.
Shubhanshu ShekharZiyu XuZachary C. LiptonPierre J. LiangAaditya RamdasPublished in: UAI (2023)
Keyphrases
- risk management
- portfolio optimization
- decision making
- credit risk
- financial risk
- financial crisis
- risk analysis
- stock market
- weighted distance
- risk assessment
- monte carlo
- minimum risk
- risk measures
- investment decisions
- real time
- early warning
- portfolio management
- risk evaluation
- sampling methods
- decision support system
- commercial banks
- financial data
- stock price
- weighted sum
- random sampling
- financial institutions
- information technology
- learning algorithm
- data mining