Portfolio Value-at-Risk and Expected-Shortfall Using an Efficient Simulation Approach Based on Gaussian Mixture Model

2020 ◽  
Author(s):  
Seyed Mohammad Sina Seyfi ◽  
Azin Sharifi ◽  
Hamidreza Arian
Keyword(s):  
At Risk ◽  
Gaussian Mixture Model ◽  
Mixture Model ◽  
Value At Risk ◽  
Gaussian Mixture ◽  
Expected Shortfall ◽  
Simulation Approach ◽  
Efficient Simulation

Point Cloud Registration Algorithm Combined Gaussian Mixture Model and Point-to-Plane Metric

2018 ◽  
Vol 30 (4) ◽  
pp. 642
Author(s):  
Guichao Lin ◽  
Yunchao Tang ◽  
Xiangjun Zou ◽  
Qing Zhang ◽  
Xiaojie Shi ◽  
...  
Keyword(s):  
Gaussian Mixture Model ◽  
Mixture Model ◽  
Point Cloud ◽  
Gaussian Mixture ◽  
Point Cloud Registration ◽  
Registration Algorithm
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