Bayesian probability of default models with Langevin dynamics
Andrea Conti and Giacomo Morelli
| Year of publication: |
2025
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|---|---|
| Authors: | Conti, Andrea ; Morelli, Giacomo |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 25.2025, 8, p. 1333-1341
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| Subject: | Bayesian inference | Bayesian Neural Network | Machine learning | MCMC | Probability of default | Stochastic gradient Langevin dynamics | Bayes-Statistik | Theorie | Theory | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Wahrscheinlichkeitsrechnung | Probability theory | Markov-Kette | Markov chain | Künstliche Intelligenz | Artificial intelligence | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2025.2532025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015534195