Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management

Ronald Hochreiter, David Wozabal. Evolutionary Approaches for Estimating a Coupled Markov Chain Model for Credit Portfolio Risk Management. In Mario Giacobini, Anthony Brabazon, Stefano Cagnoni, Gianni A. Di Caro, Anikó Ekárt, Anna Esparcia-Alcázar, Muddassar Farooq, Andreas Fink, Penousal Machado, Jon McCormack, Michael O Neill, Ferrante Neri, Mike Preuss, Franz Rothlauf, Ernesto Tarantino, Shengxiang Yang, editors, Applications of Evolutionary Computing, EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Tübingen, Germany, April 15-17, 2009. Proceedings. Volume 5484 of Lecture Notes in Computer Science, pages 193-202, Springer, 2009. [doi]

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