Robust neural network with applications to credit portfolio data analysis
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Publication:440254
DOI10.4310/SII.2010.V3.N4.A2zbMath1245.91099OpenAlexW1997732631WikidataQ33936980 ScholiaQ33936980MaRDI QIDQ440254
Agus Sudjianto, Yiyun Zhang, Yijia Feng, Run-Ze Li
Publication date: 18 August 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2010.v3.n4.a2
Nonparametric robustness (62G35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Portfolio theory (91G10) Credit risk (91G40)
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