CDS Rate Construction Methods by Machine Learning Techniques (Presentation Slides)
25 Pages Posted: 21 Mar 2018
Date Written: March 16, 2018
Abstract
A presentation was given on 7 March 2018 as the Call for Paper winner for Risk's Quant Summit Europe 2018 Conference based on an original paper titled CDS Rate Construction Methods by Machine Learning Techniques jointly by Raymond Brummelhuis and Zhongmin Luo available here:
Keywords: Machine Learning, Statistics, Classification, Counterparty Credit Risk, CVA, FVA, XVA, banking regulatory, accounting standard
JEL Classification: C4, C45, C63
Suggested Citation: Suggested Citation
Luo, Zhongmin and Brummelhuis, Raymond, CDS Rate Construction Methods by Machine Learning Techniques (Presentation Slides) (March 16, 2018). Available at SSRN: https://ssrn.com/abstract=3142258 or http://dx.doi.org/10.2139/ssrn.3142258
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