Sergei Kucherenko
Imperial College London
H-index: 29
Europe-United Kingdom
Top articles of Sergei Kucherenko
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The Importance of Being Scrambled: Supercharged Quasi-Monte Carl | Journal of Risk | Sergei Kucherenko Julien Hok | 2023/7/17 |
Quasi-Monte Carlo Methods for Calculating Derivatives Sensitivities on the GPU | Wilmott | Sergei Kucherenko Paul Bilokon Casey Williams | 2023 |
A unified approach for global sensitivity analysis based on active subspace and Kriging | Reliability Engineering & System Safety | Changcong Zhou Zhuangke Shi Sergei Kucherenko Haodong Zhao | 2022/1/1 |
Application of Machine Learning and Global Sensitivity Analysis for Identification and Visualization of Design Space | Sergei Kucherenko Oleksiy Klymenko Nilay Shah | 2021/1/1 | |
Multivariate sensitivity analysis and derivative-based global sensitivity measures with dependent variables | Reliability Engineering & System Safety | Matieyendou Lamboni Sergei Kucherenko | 2021/8/1 |
Design Space Approximation with Gaussian Processes | Panagiotis Demis Sergei Kucherenko Oleksiy V Klymenko | 2021/1/1 | |
Pricing and Rick Analysis in Hyperbolic Local Volatility Model with Quasi‐Monte Carlo | Wilmott | Julien Hok Sergei Kucherenko | 2021/5 |
SobolGSA Software | S Kucherenko O Zaccheus | 2021 | |
Comprehensive global sensitivity analysis of a repository model using different types of transformations and metamodeling techniques | EGU General Assembly Conference Abstracts | Sabine M Spiessl Dirk-A Becker Sergei Kucherenko | 2021/4 |
Quantile sensitivity measures based on subset simulation importance sampling | Reliability Engineering & System Safety | Shufang Song Zhiwei Bai Sergei Kucherenko Lu Wang Caiqiong Yang | 2021/4/1 |
Application of quasi Monte Carlo and global sensitivity analysis to option pricing and Greeks: Finite differences vs. AAD | Wilmott | Stefano Scoleri Marco Bianchetti Sergei Kucherenko | 2021/11 |
The future of sensitivity analysis: an essential discipline for systems modeling and policy support | Environmental Modelling & Software | Saman Razavi Anthony Jakeman Andrea Saltelli Clémentine Prieur Bertrand Iooss | 2021/3/1 |
A vine copula-based global sensitivity analysis method for structures with multidimensional dependent variables | Mathematics | Zhiwei Bai Hongkui Wei Yingying Xiao Shufang Song Sergei Kucherenko | 2021/10/4 |
Computationally efficient identification of probabilistic design spaces through application of metamodeling and adaptive sampling | Computers & Chemical Engineering | Sergei Kucherenko Dimitrios Giamalakis Nilay Shah Salvador García-Muñoz | 2020/1/4 |
Global Sensitivity Analysis of Various Numerical Schemes for the Heston Model | Emanouil Atanassov Sergei Kucherenko Aneta Karaivanova | 2020 | |
Comparing Option Pricing Methods in q | Wilmott | Deanna Morgan Sergei Kucherenko | 2020/9 |
Comparison of two metamodeling approaches for sensitivity analysis of a geological disposal model | Sabine M Spiessl Sergei Kucherenko | 2020/3/9 |
