• 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 high-level 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 reduced-gradient (GRG) algorithm...
  • S-PLUS

  • Referenced in 630 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...
  • L-BFGS

  • Referenced in 852 articles [sw03229]
  • Algorithm 778: L-BFGS-B 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...
  • UCI-ml

  • 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...