"Quantifying Credit Portfolio Sensitivity to Asset Correlations With ..."

Sergio Caprioli, Emanuele Cagliero, Riccardo Crupi (2023)

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DOI: —

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type: Conference or Workshop Paper

metadata version: 2024-04-11

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Sergio Caprioli, Emanuele Cagliero, Riccardo Crupi:
Quantifying Credit Portfolio Sensitivity to Asset Correlations With Interpretable Generative Neural Networks. AIABI@AI*IA 2023

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