Retail credit stress testing using a discrete hazard model with macroeconomic factors.

Tony Bellotti Jonathan Crook

Published in: J. Oper. Res. Soc. (2014)

Keyphrases

probabilistic model
data sets
cost function
high level
computational model
formal model
empirical data
neural network
prior knowledge
process model
mathematical model
test data
stock market
sensitivity analysis
neural network model