Chance Discovery in Credit Risk Management; Estimation of Chain Reaction Bankruptcy Structure by Chance Discovery Method

Shinichi Goda, Yukio Ohsawa. Chance Discovery in Credit Risk Management; Estimation of Chain Reaction Bankruptcy Structure by Chance Discovery Method. In Proceedings of the IEEE International Conference on Systems, Man and Cybernetics, Taipei, Taiwan, October 8-11, 2006. pages 2127-2132, IEEE, 2006. [doi]

Abstract

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