On the public citation graph

https://doi.org/10.5555/2433508.2433854

0 signed · 12 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s007800200072openalex-snapshot
Convex measures of risk and trading constraints
inferredcites →https://doi.org/10.1080/10920277.2005.10596207openalex-snapshot
Variance of the CTE Estimator
inferredcites →https://doi.org/10.1088/1469-7688/4/2/009openalex-snapshot
Applying importance sampling for estimating coherent credit risk contributions
inferredcites →https://doi.org/10.1111/1467-9965.00068openalex-snapshot
Coherent Measures of Risk
inferredcites →https://doi.org/10.1145/1961189.1961199openalex-snapshot
LIBSVM
inferredcites →https://doi.org/10.1287/mnsc.1050.0415openalex-snapshot
Importance Sampling for Portfolio Credit Risk
inferredcites →https://doi.org/10.1287/opre.1080.0558openalex-snapshot
Fast Simulation of Multifactor Portfolio Credit Risk
inferredcites →https://doi.org/10.21314/jor.2000.038openalex-snapshot
Optimization of conditional value-at-risk

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.2168415openalex-extracted
Pricing and Risk Management with Stochastic Volatility Using Importance Sampling
inferred← citeshttps://doi.org/10.1007/978-3-319-72456-0_4openalex-snapshot
Importance Sampling and Stratification for Copula Models
inferred← citeshttps://doi.org/10.1016/j.ejor.2021.07.005openalex-snapshot
Simulation methods for robust risk assessment and the distorted mix approach
inferred← citeshttps://doi.org/10.48550/arxiv.2009.03653openalex-snapshot
Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.