Shawn Mankad, Celso Brunetti, Jeffrey Harris. Balance Sheet Driven Probability Factorization for Inferring Bank Holdings: Extended Abstract. In Proceedings of the 3rd International Workshop on Data Science for Macro-Modeling with Financial and Economic Datasets, DSMM@SIGMOD 2017, Chicago, IL, USA, May 14, 2017. ACM, 2017. [doi]
Abstract is missing.