A proximity based macro stress testing framework

DOI10.1515/DEMO-2016-0015zbMath1401.68270OpenAlexW3125696265MaRDI QIDQ727657

Boris Waelchli

Publication date: 20 December 2016

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2016-0015

zbMATH Keywords

machine learningrandom forestsbig datastress testingearly warning indicators

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• party

Cites Work

• Unnamed Item
• The asymptotic theory of permutation statistics.
• Risk Assessment for Banking Systems
• Products of Indecomposable, Aperiodic, Stochastic Matrices

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