基于因子copula的cdo定价模型 热度: CreditModels ProfessorLeifAnderson TA:LaurentCousot Submittedby:SauravKasera Email:skasera@nyu.edu CDOPricinginGaussianCopulas ThesimulationhasbeendoneinMatlab: 1.Forthefirstpart,thefollowingaretheinputs: a.N:Nooffirms ...
We propose a new approach named Binary Gaussian Copula Synthesis (BGCS). BGCS is tailored for binary medical datasets and excels in generating synthetic minority data that mirrors the distribution of the original data. BGCS enhances early dialysis prediction by outperforming traditional methods in ...
The three models are tested on a benchmark of 20 unimodal and multimodal functions. The version with copula function and mutations excels in most problems achieving near optimal success rate.doi:10.1007/978-3-642-32726-1_3Ignacio Segovia Domínguez...
The three models are tested on a benchmark of 20 unimodal and multimodal functions. The version with copula function and muta tions excels in most problems achieving near optimal success rate.Ignacio Segovia DominguezArturo Hernandez Aguirre