Zhongmin Luo

Standard Chartered Bank, London

Group Analytics

London

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 16,974

SSRN RANKINGS

Top 16,974

in Total Papers Downloads

2,262

CITATIONS

0

Scholarly Papers (2)

1.

CDS Rate Construction Methods by Machine Learning Techniques (Presentation Slides)

Number of pages: 23 Posted: 24 May 2017
Zhongmin Luo and Raymond Brummelhuis
Standard Chartered Bank, London and University of Reims Champagne-Ardenne
Downloads 0 (27,152)

Abstract:

Machine Learning, Statistics, Classification, Counterparty Credit Risk, CVA, FVA, XVA, banking regulatory, accounting standard

2.

CDS Rate Construction Methods by Machine Learning Techniques

Number of pages: 51 Posted: 15 May 2017
Raymond Brummelhuis and Zhongmin Luo
University of Reims Champagne-Ardenne and Standard Chartered Bank, London
Downloads 0 (8,634)

Abstract:

Machine Learning, Counterparty Credit Risk, CDS Proxy Method, Classification.