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  • Search: subject:"variational autoencoder (VAE)"
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Artificial intelligence 1 Correlation 1 Credit risk 1 Korrelation 1 Kreditrisiko 1 Künstliche Intelligenz 1 Neural networks 1 Neuronale Netze 1 Portfolio selection 1 Portfolio-Management 1 Risikomaß 1 Risk measure 1 Theorie 1 Theory 1 concentration risk 1 credit portfolio model 1 explainable artificial intelligence (XAI) 1 generativeneural network 1 interpretable generative neural networks 1 variational autoencoder (VAE) 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cagliero, Emanuele 1 Caprioli, Sergio 1 Crupi, Riccardo 1
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The journal of risk model validation 1
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ECONIS (ZBW) 1
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Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
Caprioli, Sergio; Cagliero, Emanuele; Crupi, Riccardo - In: The journal of risk model validation 18 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10014556697
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