Integrating Credit and Market Risk: A Factor Copula based Method.
Changzhi LiangXiaoqian ZhuYilin LiXiaolei SunJianming ChenJianping LiPublished in: ITQM (2013)
Keyphrases
- high accuracy
- preprocessing
- detection method
- face recognition
- high precision
- significant improvement
- clustering method
- support vector machine svm
- computational cost
- classification accuracy
- support vector machine
- monte carlo simulation
- neural network
- evaluation method
- maximum likelihood
- experimental evaluation
- cost function
- objective function
- similarity measure
- feature extraction
- genetic algorithm