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Opdyke
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11	Operational Risk Capital Estimation and Planning ©J.D. Opdyke & Alexander Cavallo Operational Risk Capital Estimation and Planning: Exact Sensitivity Analysis and Business Decision Making Using the Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2013-05-16 10:04:38 Estimation theory Statistical inference Actuarial science Advanced measurement approach Operational risk Estimator Maximum likelihood Robust statistics Risk management Statistics Basel II Statistical theory
12	Permutation Tests (and Sampling Without Replacement) Orders of Magnitude Faster Using SAS® John Douglas (“J.D.”) Opdyke,* DataMineIt Abstract Six permutation test algorithms coded in SAS® are compared. The fastest Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2011-01-23 12:21:21 Data analysis Statistical tests Non-parametric statistics Resampling SAS Permutation Bootstrapping Fisher–Yates shuffle Algorithm Statistics Statistical inference Monte Carlo methods
13	Forthcoming – Journal of Mathematical Modelling and Algorithms A Unified Approach to Algorithms Generating Unrestricted and Restricted Integer Compositions and Integer Partitions John Douglas (J.D.) Opdyke* Abstract Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2009-07-16 11:32:03 Number theory Partition Composition Fibonacci number Binomial coefficient Algorithm Integer Mathematics Combinatorics Integer sequences
14	Comparing Sharpe Ratios: So Where are the p-values? J.D. OPDYKE* Until recently, since Jobson & Korkie[removed]derivations of the asymptotic distribution of the Sharpe ratio that are practically useable for generating con Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2013-05-16 10:05:19 Estimation theory Probability theory Statistical inference Normal distribution Kurtosis Skewness Variance Moment Sharpe ratio Statistics Data analysis Statistical theory
15	Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke, Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital [removed] Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2014-11-25 16:17:34 Mathematical sciences Statistical inference Advanced measurement approach Basel II Statistical theory Value at risk Financial risk modeling Maximum likelihood Estimator Statistics Actuarial science Estimation theory
16	Much Faster Bootstraps Using SAS® John Douglas (“J.D.”) Opdyke,* DataMineIt Abstract Seven bootstrap algorithms coded in SAS® are compared. The fastest (“OPDY”), which uses no modules beyond Base SAS®, achieve Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2010-11-02 10:36:52 Search algorithms Ensemble learning Resampling Bootstrapping SAS Bootstrap aggregating Hash function Hash table Algorithm Statistics Computational statistics Statistical inference
17	Bio: J.D. Opdyke, Principal, Bates White LLC J.D. Opdyke is a Principal at Bates White LLC where he provides expert testimony and applied statistical and econometric analysis in large economic litigations. J.D. has over Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2012-07-29 14:37:02 Management Statistical theory Robust statistics Sensitivity analysis Estimator Risk Statistics Statistical inference Estimation theory
18	Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke, Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital [removed] Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2014-12-18 14:28:38 Mathematical sciences Statistical inference Advanced measurement approach Basel II Statistical theory Value at risk Financial risk modeling Maximum likelihood Estimator Statistics Actuarial science Estimation theory
19	Bootstraps, Permutation Tests, and Sampling Orders of Magnitude Faster Using SAS® John Douglas (“J.D.”) Opdyke* Abstract While permutation tests and bootstraps have very wide-ranging application, both share a common Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2013-05-16 10:04:19 Monte Carlo methods Computational statistics Statistical tests Non-parametric statistics Resampling Bootstrapping SAS Permutation Fisher–Yates shuffle Statistics Mathematics Statistical inference
20	Estimating Operational Risk Capital with Greater Accuracy, Precision, and Robustness J.D. Opdyke 1 Head of Operational Risk Modeling, Quantitative Methods Group, GE Capital Forthcoming, Journal of Operational Risk, Issue Add to Reading List Source URL: www.datamineit.com Language: English - Date: 2014-11-25 16:24:26 Statistical inference Actuarial science Econometrics Bias of an estimator Advanced measurement approach Estimator Median Mean squared error Basel II Statistics Estimation theory Statistical theory