A proximity based macro stress testing framework

DOI10.1515/DEMO-2016-0015zbMATH Open1401.68270OpenAlexW3125696265MaRDI QIDQ727657FDOQ727657

Authors: Boris Waelchli 

Publication date: 20 December 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2016-0015

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zbMATH Keywords

random forestsmachine learningbig datastress testingearly warning indicators

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Title not available (Why is that?)
• Risk Assessment for Banking Systems
• Products of Indecomposable, Aperiodic, Stochastic Matrices
• The asymptotic theory of permutation statistics.

Cited In (1)

• A financially justifiable and practically implementable approach to coherent stress testing

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