Incorporating views on marginal distributions in the calibration of risk models.

Santanu Dey Sandeep Juneja Karthyek R. A. Murthy

Published in: Oper. Res. Lett. (2015)

Keyphrases

marginal distributions
random fields
stochastic models
probability distribution
joint distribution
machine learning
domain specific
random variables
bayesian networks
multiresolution
general purpose
non stationary
machine learning algorithms
dependence structure