CDS approximation accuracy improvement with cart and random forest algorithms based on a time span including the COVID-19 pandemic period
Mathieu Mercadier
| Year of publication: |
2023
|
|---|---|
| Authors: | Mercadier, Mathieu |
| Published in: |
Recent trends in financial engineering : towards more sustainable social impact. - New Jersey : World Scientific, ISBN 978-981-12-5791-9. - 2023, p. 39-63
|
| Subject: | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Algorithmus | Algorithm | Iteratives Verfahren | Approximation method | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013462187