Portfolio Credit Risk Analysis Involving CDO Tranches.
Menghui CaoWilliam J. MorokoffPublished in: WSC (2004)
Keyphrases
- risk analysis
- decision making
- credit risk
- risk assessment
- risk management
- risk factors
- intelligent data analysis
- databases
- fuzzy numbers
- influence diagrams
- fuzzy sets
- management system
- expert systems
- neural network
- data mining techniques
- fuzzy logic
- pattern recognition
- optimal solution
- knowledge base
- learning algorithm