Structured dictionary learning of rating migration matrices for credit risk modeling (Q6661272)
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scientific article; zbMATH DE number 7965549
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Structured dictionary learning of rating migration matrices for credit risk modeling |
scientific article; zbMATH DE number 7965549 |
Statements
Structured dictionary learning of rating migration matrices for credit risk modeling (English)
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13 January 2025
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rating migration matrix
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dictionary learning
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auto-regressive modeling
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interpretability
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Gaussian Copula model
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