Model Futility and Dynamic Boundaries with Application in Banking Default Risk Modeling.
Xiao-Jun ShiPublished in: ESCAPE (2007)
Keyphrases
- modeling framework
- modeling method
- model driven
- probabilistic model
- computational model
- formal model
- decision making
- probability distribution
- theoretical framework
- dynamically updated
- hybrid model
- prediction model
- simulation model
- petri net
- genetic algorithm
- hidden markov models
- multi agent
- similarity measure
- social networks