Credit default swap pricing using artificial neural networks.
Khaled Bashir ShabanAbdunnaser YounesR. LamM. AllisonS. KathirgamanathanPublished in: IJCNN (2010)
Keyphrases
- using artificial neural networks
- convertible bonds
- credit scoring
- artificial neural networks
- credit risk
- credit card
- neural network model
- default rules
- graph cuts
- option pricing
- profit maximization
- finite element analysis
- dynamic pricing
- fraud detection
- financial markets
- pricing model
- logistic regression
- image segmentation
- distributional assumptions
- nonmonotonic inference