Variable selection in the credit card industry 8 个回复 - 1890 次查看
The credit card industry is particular in its need for a wide variety of models and the wealth of data collected on
customers and prospects. We propose a methodology to select variables for predictiv ...2012-2-16 00:12 - RollerCoaster - SAS专版
關於CVaR, VaR and credit risk 0 个回复 - 1837 次查看
any idea to use cvar and var to value average credit risk? this is my dissertation topic, many thanks!2008-6-1 06:05 - eudemon - 金融学(理论版)