Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Probabilistic Simulation Based VaR Computation and Sensitivity
  Analysis Method   This paper presents a new method to compute VaR (value at risk) and perform
corresponding variance based sensitivity analysis. VaR has a long history of
being applied in stock price prediction and investment portfolio analysis.
Traditional method, however, is mainly analytical, and has certain limitations.
The VaR simulation, on the other hand, provides more realistic analysis but is
very slow which affects the applications. This study proposes a new VaR
computation method based on a probabilistic simulation technique called
Simulation As You Operate (SAYO). It is always helpful to know the most
influential factors in an investment, and thus a sensitivity analysis method
based on SAYO is also introduced to enhance investment analysis.

21
The categories of this paper are: adap-org
27
The categories of this paper are: comp-gas
32
The categories of this paper are: atom-ph
20
The categories of this paper are: acc-phys
13
The categories of this paper are: quant-ph
17
The categories of this paper are: q-fin
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an
1
The categories of this paper are: cs
11
The categories of this paper are: hep-lat
15
The categories of this paper are: nucl-ex
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
24
The categories of this paper are: dg-ga
14
The categories of this paper are: math-ph
0
The categories of this paper are: hep-ph