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"A novel approach to rating transition modelling via Machine Learning and ..."

Kevin Kamm, Michelle Muniz (2022)

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DOI: 10.48550/ARXIV.2205.15699

access: open

type: Informal or Other Publication

metadata version: 2022-06-01

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  - journals/corr/abs-2205-15699
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  - https://dblp.org/rec/journals/corr/abs-2205-15699
Kevin Kamm, Michelle Muniz:
A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups. CoRR abs/2205.15699 (2022)

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