Anand Deo

According to our database, Anand Deo authored at least 8 papers between 2019 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Importance Sampling for Minimization of Tail Risks: A Tutorial.

Anand Deo, Karthyek Murthy

Proceedings of the Winter Simulation Conference, 2023

2022

Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk.

Anand Deo, Karthyek Murthy, Tirtho Sarker

Proceedings of the Winter Simulation Conference, 2022

2021

Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator.

Anand Deo, Sandeep Juneja

Oper. Res., 2021

Achieving Efficiency in Black Box Simulation of Distribution Tails with Self-structuring Importance Samplers.

Anand Deo, Karthyek Murthy

CoRR, 2021

Efficient Black-Box Importance Sampling for VaR and CVaR Estimation.

Anand Deo, Karthyek Murthy

Proceedings of the Winter Simulation Conference, 2021

2020

City-Scale Agent-Based Simulators for the Study of Non-Pharmaceutical Interventions in the Context of the COVID-19 Epidemic.

Shubhada Agrawal, Siddharth Bhandari, Anirban Bhattacharjee, Anand Deo, Narendra M. Dixit, Prahladh Harsha, Sandeep Juneja, Poonam Kesarwani, Aditya Krishna Swamy, Preetam Patil, Nihesh Rathod, Ramprasad Saptharishi, Sharad Shriram, Piyush Srivastava, Rajesh Sundaresan, Nidhin Koshy Vaidhiyan, Sarath Yasodharan

CoRR, 2020

Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives.

Anand Deo, Karthyek Murthy

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2019

Limiting Distributional Fixed Points in Systemic Risk Graph Models.

Anand Deo, Sandeep Juneja

Proceedings of the 2019 Winter Simulation Conference, 2019