Evolutionary estimation of a Coupled Markov chain credit risk model
Ronald Hochreiter and David Wozabal
| Year of publication: |
2010
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| Authors: | Hochreiter, Ronald ; Wozabal, David |
| Published in: |
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]. - Berlin [u.a.] : Springer, ISBN 978-3-642-13949-9. - 2010, p. 31-44
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| Subject: | Kreditrisiko | Credit risk | Markov-Kette | Markov chain | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Evolutionärer Algorithmus | Evolutionary algorithm | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009514545