A defaultable bond model with cyclical fluctuations in the spread process.
Tarik BazgourFederico PlataniaPublished in: Ann. Oper. Res. (2022)
Keyphrases
- high level
- conceptual model
- statistical model
- cost function
- process model
- real time
- data mining
- hierarchical structure
- prior knowledge
- probabilistic model
- mathematical model
- theoretical analysis
- formal model
- experimental data
- probability distribution
- expert systems
- objective function
- information retrieval
- neural network
- data sets