Modeling multiperiod corporate default probability when hazard ratios decay

von Huang, Jinggang
Veröffentlicht in The journal of credit risk (2009)

Correlation matrix with block structure and efficient sampling methods

von Huang, Jinggang
Veröffentlicht in The journal of computational finance (2010)

Information, model performance, pricing and trading measures in incomplete markets

von Huang, Jinggang
Veröffentlicht in International journal of theoretical and applied finance (2006)

Estimating future transition probabilities when the value of side information decays, with applications to credit modeling

von Fiedman, Craig
Veröffentlicht in Journal of risk (2011)

Estimating univariate distributions via relative entropy minimization : case studies on financial and economic data

von Friedman, Craig
Veröffentlicht in International journal of theoretical and applied finance (2010)

How much is a model upgrade worth?

von Sandow, Sven
Veröffentlicht in Journal of risk (200708)

Joint and conditional transformed t-mixture models with applications to financial and economic data

Veröffentlicht in Journal of risk (2009)

The power from folk monitoring : leading officials' Natural Resources Accountability Audit (NRAA) and corporate ESG performance

von Yan, Kai
Veröffentlicht in Finance research letters (2023)

A Common Steganalysis Method of Low Embedding Rate Steganography in Compressed Speech Based on Hierarchy Feature Extraction and Fusion

von Li, Songbin
Veröffentlicht in ICAIS (7. : 2021 : Dublin) Advances in artificial intelligence and security ; Part 3 (2021)

Moderate-fitting as a Natural Backdoor Defender for Pre-trained Language Models

von Zhu, Biru
Veröffentlicht in NeurIPS (36. : 2022 : New Orleans, La.; Online) 36th Conference on Neural Information Processing Systems (NeurIPS 2022 ; Volume 2 of 50 (2023)