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Home/Authors/Anand Deo

Anand Deo

1 indexed paper

Recent (6 mo)
1
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Publications per year

1
26

Top categories

Risk Management×1Stats ML×1

Frequent co-authors

Mantu Gupta1×

Research Timeline

2026
An Extreme Value Perspective on Learning Stress Laws

Introduces Self-Similar Generative Estimation (SS-GEN), a method for simulating multivariate tail events and estimating rare-event probabilities using deep generative models based on asymptotic tail structure.

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Papers

q-fin.RMstat.MLTheoreticalRecentJul 12, 2026

An Extreme Value Perspective on Learning Stress Laws

Mantu Gupta, Anand Deo

Introduces Self-Similar Generative Estimation (SS-GEN), a method for simulating multivariate tail events and estimating rare-event probabilities using deep generative models based on asymptotic tail s…

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