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Attilio Meucci is a statistician and financial engineer, specialized in quantitative risk management and quantitative portfolio management. == Main results == Attilio Meucci's innovations include * ''Entropy pooling'' (a portfolio construction technique for processing fully general types of signals); * ''Factors on demand'' (on-the-fly factor models for optimal hedging); * ''Effective number of bets'' (entropy-eigenvalue statistic for diversification management); * ''Flexible probabilities'' (technique for on-the-fly stress-test and estimation without re-pricing); * ''Copula-marginal algorithm'' (an algorithm to generate panic copulas for distributional stress-testing); * ''Liquidity conditional convolution'' (a technique to generate liquidity- and funding-risk adjusted portfolio distribution); * ''Flexible Bayesian networks'' (a methodology to specify parsimonious causal relationships among risk factors in the market). 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Attilio Meucci」の詳細全文を読む スポンサード リンク
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