Anand Deo
Anand Deo
IIM Bangalore
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City-scale agent-based simulators for the study of non-pharmaceutical interventions in the context of the COVID-19 epidemic: IISc-TIFR COVID-19 city-scale simulation team
S Agrawal, S Bhandari, A Bhattacharjee, A Deo, NM Dixit, P Harsha, ...
Journal of the Indian Institute of Science 100, 809-847, 2020
Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers
A Deo, K Murthy
Operations Research, 2023
Efficient black-box importance sampling for VaR and CVaR estimation
A Deo, K Murthy
2021 Winter Simulation Conference (WSC), 1-12, 2021
Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives
A Deo, K Murthy
2020 59th IEEE Conference on Decision and Control (CDC), 1070-1077, 2020
COVID-19 epidemic: unlocking the lockdown in India (working paper). IISc-TIFR technical report
S Agrawal, S Bhandari, A Bhattacharjee, A Deo
Credit risk: Simple closed-form approximate maximum likelihood estimator
A Deo, S Juneja
Operations Research 69 (2), 361-379, 2021
Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk
A Deo, K Murthy, T Sarker
2022 Winter Simulation Conference (WSC), 891-902, 2022
Limiting distributional fixed points in systemic risk graph models
A Deo, S Juneja
2019 Winter Simulation Conference (WSC), 878-889, 2019
Importance Sampling for Minimization of Tail Risks: A Tutorial
A Deo, K Murthy
2023 Winter Simulation Conference (WSC), 1433-1447, 2023
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