... Chain C11 G15 G17 G20 The original algorithm proposed by Metropolis was generalized by Hastings (1970) to give the Metropolis–Hastings algorithm. With the massive use of the MCMC program, Bayesian inference techniques have become more and more sophisticated, thus allowing increased...

... management Stress testing Liquidity-adjusted value-at-risk Finance Artificial intelligence Risk analysis Business analysis Portfolio analysis JEL Classifications C10 C13 G20 G28 In a discussion of commodity risk management in developing countries, Claessens and Varangis (1994) argue...