A Simulation Based Model for Default Risk in HEL Subordinate Securities.

Kishore K. Yalamanchili David H. Bai

Published in: WSC (2004)

Keyphrases

computational model
high level
probabilistic model
simulation model
prediction model
decision making
similarity measure
prior knowledge
real time
theoretical analysis
statistical model
em algorithm
conceptual model
process model
theoretical framework
probability distribution
genetic algorithm