A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups.

Kevin Kamm Michelle Muniz

Published in: CoRR (2022)

Keyphrases

machine learning
lie group
infinite dimensional
vector field
euclidean space
parameter space
riemannian manifolds
support vector machine
vector space
linear transformation
computer vision
mean shift
kernel methods
convex optimization
covariance matrices