Proxying credit curves via Wasserstein distances.
Matteo MichielonAsma KhedherPeter SpreijPublished in: Ann. Oper. Res. (2024)
Keyphrases
- pointwise
- distance measure
- credit scoring
- distance function
- b spline
- endpoints
- differential geometry
- euclidean distance
- digital curves
- closed curves
- risk analysis
- hausdorff distance
- credit card
- maximum distance
- credit risk
- database
- shortest distance
- dissimilarity measure
- pose estimation
- multiscale
- information systems
- neural network