Author

Anand Deo

Observed name: Deo, Anand

Institution: Indian Institute of Management Bangalore

Observed institutions: Tata Institute of Fundamental Research, Singapore University of Technology and Design, Indian Institute of Management Bangalore

ORCID: 0000-0003-3639-776X

Observed ORCID: 0000-0003-3639-776X

OpenAlex ID: A5042000198

Achieving Efficiency in Black-Box Simulation of Distribution Tails with Self-Structuring Importance Samplers

2023 · Anand Deo, Karthyek Murthy · Operations Research · 14

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Efficient Black-Box Importance Sampling for VaR and CVaR Estimation

2021 · Anand Deo, Karthyek Murthy · Winter Simulation Conference · 7

Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives

2020 · Anand Deo, Karthyek Murthy · IEEE Conference on Decision and Control (CDC) · 7

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Credit Risk: Simple Closed-Form Approximate Maximum Likelihood Estimator

2020 · Anand Deo, Sandeep Juneja · Operations Research · 3

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Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk

2022 · Anand Deo, Karthyek Murthy, et al. · Winter Simulation Conference · 2

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Efficient Black-Box Importance Sampling for VaR and CVaR Estimation

2021 · Deo, Anand, Murthy, Karthyek · RePEc: Research Papers in Economics · 2

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An Extreme Value Perspective on Learning Stress Laws

2026 · Gupta, Mantu, Deo, Anand · arXiv (Cornell University) · 1

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Reduced Sample Complexity in Scenario-Based Control System Design via Constraint Scaling

2024 · Jaeseok Choi, Anand Deo, et al. · IEEE Control Systems Letters · 1

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Limiting Distributional Fixed Points in Systemic Risk Graph Models

2019 · Anand Deo, Sandeep Juneja · Winter Simulation Conference · 1

No Unique Minimizer, No Problem: On the Consistency of Robust Neural Classifiers

2026 · Majumdar, Subhabrata, Deo, Anand, et al. · arXiv (Cornell University)

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Generating Plausible Stress Scenarios via Large Deviations

2026 · Deo, Anand · arXiv (Cornell University)

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Decision-Scaled Scenario Approach for Rare Chance-Constrained Optimization

2026 · Choi, Jaeseok, Deo, Anand, et al. · arXiv (Cornell University)

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Simulating Stress Laws under Extremal Dependence: Characterizing What Generative Models Must Preserve

2026 · Mantu Gupta, Anand Deo · SSRN Electronic Journal

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Importance Sampling for Minimization of Tail Risks: A Tutorial

2024 · Anand Deo, Karthyek Murthy · Winter Simulation Conference

Importance Sampling for Minimization of Tail Risks: A Tutorial

2023 · Anand Deo, Karthyek Murthy · Winter Simulation Conference

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ヘビーテール目的のための重要度サンプリングベース外挿を用いたテールリスクの最適化【jst・京大機械翻訳】

2020 · Anand Deo, Murthy Karthyek · IEEE Conference Proceedings

Calibration of Credit Default Probabilities in Discrete Default Intensity and Logit Models

2017 · Anand Deo, Sandeep Juneja, et al. · SSRN Electronic Journal

Works count: 17

Citation count: 38

H-index: 3

I10-index: 1