Rectangular Hollow Twisted Multi-Gaussian Schell-model source

Optik ◽  
2021 ◽  
pp. 167436
Author(s):  
Caifu Yuan ◽  
Quanxue Xu ◽  
Simin Zheng ◽  
Sufen Xiang ◽  
Tao Wang
Keyword(s):  

The unique IDs that firms assign to all important models typically appear in just three places: model documents, validation documents, and model inventory databases. Where the IDs do not, as a rule, appear is within the actual model source code. Incomplete model inventory information (including usage) is a chronic issue throughout the financial industry. Few firms can accurately answer such vexing questions as how many times each model in inventory was executed during the last year, which models exhibit significant seasonality, which models are used in each geographic region or legal entity, or whether any unvalidated models were used during the last year on any firm computer. This article will demonstrate that a root cause of model usage opacity is, unfortunately, that most models do not actually know who they are. This article will further explain how software-embedded model IDs can be leveraged to increase transparency and address some of the most difficult questions that may be posed about model usage.


2018 ◽  
Vol 53 (3) ◽  
pp. 1139-1149 ◽  
Author(s):  
Martin J. Wolf ◽  
Allison Coe ◽  
Lilian A. Dove ◽  
Maria A. Zawadowicz ◽  
Keven Dooley ◽  
...  

2019 ◽  
Vol 37 (11) ◽  
pp. 1409-1410 ◽  
Author(s):  
Joanna Emerson ◽  
Rachel Bacon ◽  
Alma Kent ◽  
Peter J. Neumann ◽  
Joshua T. Cohen

2020 ◽  
Vol 37 (9) ◽  
pp. 1490 ◽  
Author(s):  
Caifu Yuan ◽  
Simin Zheng ◽  
Xiaoling Ji ◽  
Tao Wang
Keyword(s):  

1997 ◽  
Vol 226 (1) ◽  
pp. 49-52 ◽  
Author(s):  
I Kondakor ◽  
D Brandeis ◽  
J Wackermann ◽  
K Kochi ◽  
T Koenig ◽  
...  

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