A nonlinear dynamic model for credit risk contagion.
Viviana FanelliLucia MaddalenaPublished in: Math. Comput. Simul. (2020)
Keyphrases
- dynamic model
- credit risk
- credit risk evaluation
- evaluation method
- nonlinear model predictive control
- experimental data
- risk analysis
- credit scoring
- commercial banks
- control scheme
- financial data
- exchange rate
- logistic regression
- credit card
- evaluation model
- image based visual servoing
- artificial neural networks
- fraud detection
- stock price
- breast cancer
- social network analysis
- fuzzy sets