CDS Proxy Construction via Machine Learning Techniques Part II : Parametrization, Correlation, Benchmarking
Year of publication: |
2019
|
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Authors: | Brummelhuis, Raymond |
Other Persons: | Luo, Zhongmin (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Benchmarking | Künstliche Intelligenz | Artificial intelligence | Kreditderivat | Credit derivative | Korrelation | Correlation | Portfolio-Management | Portfolio selection |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Data Science, Vol. No. 2, 2019 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 5, 2018 erstellt Volltext nicht verfügbar |
Classification: | C4 - Econometric and Statistical Methods: Special Topics ; C45 - Neural Networks and Related Topics ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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