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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Working paper series / European Central Bank"
~person:"Chen, Heng Z."
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of credit risk : published quarterly by Incisive Media
Working paper series / European Central Bank
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ECONIS (ZBW)
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An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 141-161
Persistent link: https://www.econbiz.de/10012816950
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A new model for bank loan loss given default by leveraging time to recovery
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
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