The generalized Vasicek credit risk model : a machine learning approach
Rubén García-Céspedes, Manuel Moreno
| Year of publication: |
2022
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|---|---|
| Authors: | García-Céspedes, Rubén ; Moreno, Manuel |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-7
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| Subject: | Credit risk | Machine learning | Monte Carlo simulation | Vasicek (1987) model | Kreditrisiko | Künstliche Intelligenz | Artificial intelligence | Monte-Carlo-Simulation | Theorie | Theory | Lernprozess | Learning process | Simulation | Kreditwürdigkeit | Credit rating |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102669 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459154