Dan Rosen

Orcid: 0000-0001-7557-1279

According to our database1, Dan Rosen authored at least 12 papers between 1993 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Links

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Bibliography

2024
Bivariate retrieval from intensity of cross-correlation.
Signal Process., February, 2024

Phase retrieval from integrated intensity of auto-convolution.
Signal Process., 2024

2005
27. Scenario-Based Risk Management Tools.
Proceedings of the Applications of Stochastic Programming, 2005

2001
Credit risk optimization with Conditional Value-at-Risk criterion.
Math. Program., 2001

2000
Efficient risk/return frontiers for credit risk.
Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000

1999
The practice of portfolio replication. A practical overview of forward and inverse problems.
Ann. Oper. Res., 1999

Beyond VaR: from measuring risk to managing risk.
Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

Beyond VaR: parametric and simulation-based risk management tools.
Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

1997
Applications of DEA to measure the efficiency of software production at two large Canadian banks.
Ann. Oper. Res., 1997

Optimization As A Tool In Finance.
Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997

1995
The Continuation Approach: A General Framework for the Analysis and Evaluation of Singular and Near-Singular Integrals.
SIAM J. Appl. Math., 1995

1993
Singular and Near Singular Integrals in the BEM: A Global Approach.
SIAM J. Appl. Math., 1993


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