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Chih-Tun Yu
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Markov Chain
Evaluation Model
Monte Carlo
Roc Curve
Top Venues
Comput. Stat.
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Publications
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Yi-Ping Chang
,
Chih-Tun Yu
Bayesian confidence intervals for probability of default and asset correlation of portfolio credit risk.
Comput. Stat.
29 (1) (2014)