Credit Risk Modeling
The article discusses the use of normalizing flows and invertible neural networks in credit risk modeling to enhance default time estimation and portfolio risk assessment.
Featured in No. 82 on 15 Jan 2025 · 4 days after release
- Released
- 11 Jan 2025
- First featured
- No. 82 · 15 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 28
- Identifier
- SSRN 5093887
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