On infectious model for dependent defaults.
Wai-Ki ChingJia-Wen GuXiaoyue LiTak Kuen SiuHarry ZhengPublished in: Risk Decis. Anal. (2017)
Keyphrases
- high level
- theoretical framework
- computational model
- formal model
- simulation model
- statistical model
- mathematical model
- probabilistic model
- artificial neural networks
- process model
- sensitivity analysis
- data mining
- management system
- supply chain
- cost function
- prior knowledge
- expressive power
- neural network model
- real time