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  • Social Media Analysis of Catastrophic Responses: Twitter Data Analysis of Tornadoes
    Social Media ... tornado outbreaks: May 22, 2011 in Joplin, MO, November 17, 2013 in Washington, IL and April 9, 2015 in Rochelle ... ;Catastrophic risk;Risk measurement 6442469199 6/17/2016 12:00:00 AM ...

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    • Authors: Kailan Shang, R. Dale Hall, Steven Siegel
    • Date: Jun 2016
    • Competency: External Forces & Industry Knowledge
    • Topics: Enterprise Risk Management>Risk measurement - ERM
  • Wavelet-Based Equity VaR Estimation
    018443 15 0.004179 0.047113 16 0.006766 0.071147 17 0.011976 0.094887 18 0.004878 0.115684 19 -0.0018 ... returns (0.5th percentile and 99.5th percentile). 17 Figure 9. Wavelet-Based S&P 500 Index Daily Return ...

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    • Authors: Kailan Shang
    • Date: Aug 2019
    • Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
    • Topics: Enterprise Risk Management>Risk measurement - ERM