Login / Signup

Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk.

Joel P. VillarinoÁlvaro LeitaoJosé Antonio García-Rodríguez
Published in: J. Comput. Appl. Math. (2023)
Keyphrases
  • credit risk
  • evaluation method
  • data mining
  • long term
  • multi class
  • rough sets
  • partial differential equations
  • credit risk evaluation