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Universal approximation of credit portfolio losses using Restricted Boltzmann Machines - MaRDI portal

Universal approximation of credit portfolio losses using Restricted Boltzmann Machines

From MaRDI portal
Publication:6391872

arXiv2202.11060MaRDI QIDQ6391872

Giuseppe Genovese, Ashkan Nikeghbali, Nicola Serra, Gabriele Visentin

Publication date: 22 February 2022








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