
CreditRisk+
 Referenced in 44 articles
[sw31697]
 based on a portfolio approach to modelling credit default risk that takes into account information ... similar to that taken in market risk management, where no attempt is made to model ... credit default events and allows explicit calculation of a full loss distribution for a portfolio...

DEA
 Referenced in 246 articles
[sw00194]
 Data Envelopment Analysis (DEA) is becoming an increasingly...

Mathematica
 Referenced in 6445 articles
[sw00554]
 Almost any workflow involves computing results, and that...

Matlab
 Referenced in 13702 articles
[sw00558]
 MATLAB® is a highlevel language and interactive...

R
 Referenced in 10196 articles
[sw00771]
 R is a language and environment for statistical...

Cambio
 Referenced in 2 articles
[sw01319]
 Cambio  a miniaturized tool changer for desktop factory...

LOQO
 Referenced in 212 articles
[sw02212]
 LOQO: An interior point code for quadratic programming...

CONOPT
 Referenced in 171 articles
[sw02791]
 CONOPT is a generalized reducedgradient (GRG) algorithm...

SPLUS
 Referenced in 630 articles
[sw02892]
 SPLUS is a powerful environment for statistical...

LBFGS
 Referenced in 852 articles
[sw03229]
 Algorithm 778: LBFGSB Fortran subroutines for...

SeDuMi
 Referenced in 1284 articles
[sw04002]
 SeDuMi is a Matlab toolbox for solving optimization...

SDPT3
 Referenced in 707 articles
[sw04009]
 This software is designed to solve conic programming...

UCIml
 Referenced in 3444 articles
[sw04074]
 UC Irvine Machine Learning Repository. We currently maintain...

SPSS
 Referenced in 677 articles
[sw04269]
 SPSS is a computer program used for survey...

CRAN
 Referenced in 570 articles
[sw04351]
 R is ‘GNU S’, a freely available language...

quantreg
 Referenced in 162 articles
[sw04356]
 R package quantreg: Quantile Regression. Estimation and inference...

CAViaR
 Referenced in 191 articles
[sw04424]
 CAViaR: Conditional autoregressive value at risk by regression...

fda (R)
 Referenced in 1571 articles
[sw04511]
 fda: Functional Data Analysis , These functions were developed...

CVX
 Referenced in 855 articles
[sw04594]
 CVX is a modeling system for constructing and...