Yves Crama

Economics and Econometrics · 2003–2018

A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it
• Finance — 9 citations into it

Whom Yves Crama trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. D. Bienstock
2. Thorsten Rheinländer
3. Marco Moscadelli
4. Roger B. Nelsen
5. Carol Alexander
6. F. Longin
7. Paul Embrechts
8. Lingfang Hu

Who trusts Yves Crama overall

1. Nina Narodytska
2. Steven S. Skiena
3. Bernard Fortz
4. Dimitris Fouskakis
5. S. Han
6. Shiva Prasad Kasiviswanathan
7. Matthias Ehrgott
8. Donghong Huang
9. Darrall Henderson
10. Kashif Hussain

Papers from Yves Crama's perspective

Ordered by how strongly the researchers Yves Crama trusts endorse each paper. Same corpus, a different order for every researcher.

1. Portfolio Selection
2. Extreme Correlation of International Equity Markets
3. Risk Management: Value at Risk and Beyond
4. An Introduction to Copulas
5. Computational study of a family of mixed-integer quadratic programming problems
6. Local Search in Combinatorial Optimization (Artificial Neural Networks)
7. Optimization by Simulated Annealing
8. Modeling, Measuring and Hedging Operational Risk
9. QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK
10. Temi di discussione del Servizio Studi The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee

Their papers

• Practical methods for measuring and managing operational risk in the financial sector: a clinical study (2008) — 121 citations
• Local Search in Combinatorial Optimization (2018) — 1,453 citations
• Boolean Functions: Theory, Algorithms, and Applications (2011) — 456 citations
• Simulated annealing for complex portfolio selection problems (2003) — 379 citations