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Promontory Financial Group
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Logistic regression, CHAID, specication testing, risk management, nonparametrics, validation
Inventory models; Non-parametric Bayesian learning; Dirichlet process
Inventory models, Non-parametric Bayesian learning, Dirichlet process
Demand, Economic models
Logistic regression, specification testing, risk management, nonparametrics, reject inference
Economic Capital, Basel, Rating System, Granularity, Loss Function
Markov, Credit Ratings, Transitions, Simulation Estimator
Ratings transitions, isk measurement, indirect inference, specifictation testing, risk dynamics