Bayesian regularized artificial neural networks for the estimation of the probability of default (2019)

First Author: Sariev E

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2019.1633014

Publication URI: http://dx.doi.org/10.1080/14697688.2019.1633014

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 2