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Quantifying credit portfolio losses under multi-factor models.

Gemma Colldeforns-PapiolLuis Ortiz-GraciaCornelis W. Oosterlee
Published in: Int. J. Comput. Math. (2019)
Keyphrases
  • experimental data
  • probabilistic model
  • database
  • databases
  • prior knowledge
  • data mining
  • multiscale
  • multi agent
  • multi agent systems
  • machine learning algorithms
  • statistical models