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Pavel Shevchenko

Prof. Dr. Pavel Shevchenko

Department of Actuarial Studies and Business Analytics, Macquarie University, NS...

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0000-0001-8104-8716

Research Keywords & Expertise

Monte Carlo methods
dependence modelling
Machine learning metho...
Modelling extreme even...
State–space models
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Monte Carlo methods
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Optimal stochastic control
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dependence modelling
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