"Structured dictionary learning of rating migration matrices for credit ..."

Michaël Allouche et al. (2024)

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DOI: 10.1007/S00180-023-01449-Y

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type: Journal Article

metadata version: 2024-10-22

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Michaël Allouche, Emmanuel Gobet, Clara Lage, Edwin Mangin:
Structured dictionary learning of rating migration matrices for credit risk modeling. Comput. Stat. 39(6): 3431-3456 (2024)

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