A calibration method for structural models of credit risk with reporting bias.
Agostino CapponiPublished in: CIFEr (2009)
Keyphrases
- credit risk
- structural models
- calibration method
- camera calibration
- credit risk evaluation
- field of view
- evaluation method
- multi camera
- risk analysis
- structured light
- credit scoring
- structural model
- financial data
- data analysis
- focal length
- vanishing points
- fraud detection
- support vector
- pattern recognition
- exchange rate
- image processing
- high dimensional
- reconstruction method
- causal relationships
- decision making
- dynamic programming
- graphical models
- logistic regression