On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree Collocation method.
Davood DamircheliSeyed-Mohammad-Mahdi KazemiAli Foroush BastaniPublished in: CoRR (2021)
Keyphrases
- structural model
- numerical methods
- probabilistic model
- measurement model
- objective function
- numerical solution
- prior knowledge
- probability distribution
- sensitivity analysis
- support vector machine
- pairwise
- parameter estimation
- segmentation method
- bp neural network
- bayesian framework
- bayesian networks
- computational complexity
- dynamic programming
- influence diagrams
- cross validation
- em algorithm
- latent variables
- prior information
- rbf neural network
- high order
- markov random field
- co occurrence