Structured dictionary learning of rating migration matrices for credit risk modeling - Archive ouverte HAL
Communication Dans Un Congrès Année : 2024

Structured dictionary learning of rating migration matrices for credit risk modeling

Fichier non déposé

Dates et versions

hal-04571969 , version 1 (09-05-2024)

Identifiants

  • HAL Id : hal-04571969 , version 1

Citer

Michaël Allouche, Emmanuel Gobet, Clara Lage, Edwin Mangin. Structured dictionary learning of rating migration matrices for credit risk modeling. 12th Conference in Actuarial Science & Finance on Samos, May 2024, Samos, Greece. ⟨hal-04571969⟩
34 Consultations
0 Téléchargements

Partager

More