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Download Papers on Risk
Note: All publications are in
PDF
Format. If you do not have mathematical fonts
installed on your computer, you can find them here. Some Inductive Solutions, Inc. (ISI) Technical Notes refers to papers and books that are listed here.
- Compliance Risk and Regulatory Systems
R.S. Freedman.
Data Intensive Technologies for Financial Regulatory Systems. October 9, 2014.
Available at SSRN:
dx.doi.org/10.2139/ssrn.2512321 .
R.S. Freedman, and I. Sobkowski. Surveillance of Parimutuel Wagering Integrity Using Expert Systems and Machine Learning.
Proceedings of the 2010 Conference on Innovative Applications of Artificial Intelligence, AAAI.
R.S. Freedman, J. Mathai.
Market Analysis for Risk Management and
Regulation.
Artificial Intelligence in the Capital Markets:
State-of-the-Art Applications for Institutional Investors, Bankers
and Traders, Probus Publishing, Chicago 1995.
Market Surveillance
Glossary. ISI
Compliance Note 1, 1998.
Compliance Risk and
Best Execution. ISI Compliance Note 2, 1998.
-
Credit
Risk
R.S. Freedman, W.S. Stahl. Knowledge-Based Approaches for Evaluating
Municipal Bonds. The Handbook of Municipal Bonds, Probus Publishing, Chicago
1994.
Interest Rate Risk
A
Taxonomy of Interest Rate Models and Calibration Techniques. ISI
Technical Note 1, 1998.
Models for Integrating Interest Rate, Sovereign Exchange Rate
Risk, and Credit Risk. ISI Technical Note 2, 1998.
QRA Simulation Techniques for Solving Systems of Stochastic
Differential Equations. ISI Technical Note 3, 1998.
QRA Hedge Ratio Computations. ISI Technical Note 4, 1999.
QRA Value at Risk Computations. ISI Technical Note 5, 1999.
Market Risk
R. Tamiso, R.S. Freedman. Confronting Uncertainty: Intelligent Risk Management with
Futures.
Artificial Intelligence in the Capital Markets: State-of-the-Art
Applications for Institutional Investors, Bankers and Traders,
Probus Publishing, Chicago 1995.
Model Risk
R. S. Freedman, G. Stuzin.
A Knowledge-Based Methodology for Tuning
Analytical Models
IEEE
Transactions on Systems, Man, and Cybernetics, Vol. 21, No. 2,
March/April 1991.
R. S. Freedman.
Artificial Intelligence on Wall Street
. IEEE Expert, Vol. 6, No. 2, April 1991. Reprinted in The
Encyclopedia of Computer Technology, Volume 28, Marcel Dekker, Inc.,
New York 1993.
R. S. Freedman, R. DiGiorgio. A Comparison of Stochastic Search Heuristics for
Portfolio Optimization. Proceedings of the Second International
Conference on Artificial Intelligence Applications on Wall Street,
Software Engineering Press, April, 1993, pp. 149-151, 1993.
R.S. Freedman, Some New Identities for Inverse Relations.
arXiv preprint
arXiv:1501.01914 (2015).
Does it Work: Inside the 2x2 Contingency Table. R.S. Freedman, Inductive Solutions, Inc. Technical Note, 2016.
Operational Risk
R.S. Freedman.
Testability of Software Components. IEEE Transactions on Software
Engineering, Vol. 17, No. 6, June, 1991, pp. 553-563.
R.S. Freedman, R. DiGiorgio.
New Computational Architectures for Pricing Derivatives
.
Proceedings of the IEEE Conference on Computational Intelligence for
Financial Engineering (CIFEr), March 1996.
R.S. Freedman. Operational Risk and Real-Time Electronic Trading: Thomas
Edison's Observations (1868-69). ISI Technical Note, 1997.
R.S. Freedman, R. DiGiorgio.
Fast Cost Effective Computations of Derivatives. Proceedings of the Third International
Conference on Artificial Intelligence Applications on Wall Street,
Software Engineering Press, June, 1995. Reprinted in 1997 as:
Assessing Alternative Technologies for the Cost-Effective Computation of Derivatives. Applied Artificial Intelligence, Vol.
10, February, 1997, pp. 491-503. Reprinted in 2017 in:
Artificial Intelligence Applications on Wall Street Chapter 1, ed. by Stephen Slade, Routledge, 2017.
Systems of Systems
R.S. Freedman
Understanding the Complexity of Financial Systems of Systems.
October 20, 2014. Available at
dx.doi.org/10.2139/ssrn.2512307 .
I. Sobkowski and R.S. Freedman
The Evolution of Worker Connect: A Case Study of a System of Systems.
Published in the Journal of Technology in Human Services, Volume 31, Issue 2, 2013, pages 129-155.
A System of Systems Framework for Health and Human Services (December 1, 2012).
Available at: SSRN link or DOI .
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