Efficient Simulation of Financial Stress Testing Scenarios with Suppes-Bayes Causal Networks

Gelin Gao, Bud Mishra, Daniele Ramazzotti. Efficient Simulation of Financial Stress Testing Scenarios with Suppes-Bayes Causal Networks. In Petros Koumoutsakos, Michael Lees, Valeria V. Krzhizhanovskaya, Jack J. Dongarra, Peter M. A. Sloot, editors, International Conference on Computational Science, ICCS 2017, 12-14 June 2017, Zurich, Switzerland. Volume 108 of Procedia Computer Science, pages 272-284, Elsevier, 2017. [doi]

Authors

Gelin Gao

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Bud Mishra

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Daniele Ramazzotti

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