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 | 40 | 2020 |
Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers A Deo, K Murthy Operations Research, 2023 | 7 | 2023 |
Efficient black-box importance sampling for VaR and CVaR estimation A Deo, K Murthy 2021 Winter Simulation Conference (WSC), 1-12, 2021 | 6 | 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 | 5 | 2020 |
COVID-19 epidemic: unlocking the lockdown in India (working paper). IISc-TIFR technical report S Agrawal, S Bhandari, A Bhattacharjee, A Deo | 4 | 2020 |
Credit risk: Simple closed-form approximate maximum likelihood estimator A Deo, S Juneja Operations Research 69 (2), 361-379, 2021 | 3 | 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 | 1 | 2022 |
Limiting distributional fixed points in systemic risk graph models A Deo, S Juneja 2019 Winter Simulation Conference (WSC), 878-889, 2019 | 1 | 2019 |
Importance Sampling for Minimization of Tail Risks: A Tutorial A Deo, K Murthy 2023 Winter Simulation Conference (WSC), 1433-1447, 2023 | | 2023 |