Anand Deo
Anand Deo
IIM Bangalore
Verified email at - Homepage
Cited by
Cited by
City-scale agent-based simulators for the study of non-pharmaceutical interventions in the context of the COVID-19 epidemic: IISc-TIFR COVID-19 city-scale simulation team
S Agrawal, S Bhandari, A Bhattacharjee, A Deo, NM Dixit, P Harsha, ...
Journal of the Indian Institute of Science 100, 809-847, 2020
Efficient black-box importance sampling for VaR and CVaR estimation
A Deo, K Murthy
2021 Winter Simulation Conference (WSC), 1-12, 2021
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives
A Deo, K Murthy
2020 59th IEEE Conference on Decision and Control (CDC), 1070-1077, 2020
COVID-19 epidemic: unlocking the lockdown in India (working paper). IISc-TIFR technical report
S Agrawal, S Bhandari, A Bhattacharjee, A Deo
Achieving efficiency in black box simulation of distribution tails with self-structuring importance samplers
A Deo, K Murthy
arXiv preprint arXiv:2102.07060, 2021
Credit risk: Simple closed-form approximate maximum likelihood estimator
A Deo, S Juneja
Operations Research 69 (2), 361-379, 2021
Limiting distributional fixed points in systemic risk graph models
A Deo, S Juneja
2019 Winter Simulation Conference (WSC), 878-889, 2019
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk
A Deo, K Murthy, T Sarker
arXiv preprint arXiv:2206.12835, 2022
The system can't perform the operation now. Try again later.
Articles 1–8