C
search
search
reviewers
reviewers
feeds
feeds
assignments
assignments
settings
logout
Valuation of collateralized debt obligations in a multivariate subordinator model.
Yunpeng Sun
Rafael Mendoza-Arriaga
Vadim Linetsky
Published in:
WSC (2011)
Keyphrases
</>
mathematical model
management system
data sets
machine learning
formal model
neural network
high level
cost function
probability distribution
em algorithm
computational model
experimental data
sensitivity analysis
prediction model
autoregressive
multivariate data