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: CoRR (2022)
Keyphrases
  • credit risk
  • machine learning
  • data mining
  • information systems
  • image processing
  • loss function
  • logistic regression
  • third party
  • risk analysis
  • commercial banks