A probabilistic graphical models approach to model interconnectedness
Alexander Denev, Adrien Papaioannou, Orazio Angelini
| Year of publication: |
2020
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|---|---|
| Authors: | Denev, Alexander ; Papaioannou, Adrien ; Angelini, Orazio |
| Published in: |
International journal of risk assessment and management : IJRAM. - Olney, Bucks : Inderscience Enterprises Ltd., ISSN 1741-5241, ZDB-ID 2048139-1. - Vol. 23.2020, 2, p. 119-133
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| Subject: | probabilistic graphical models | model interconnectedness | stress testing | machine learning | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Deskriptive Statistik | Descriptive statistics | Wahrscheinlichkeitsrechnung | Probability theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJRAM.2020.106963 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012256731