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Regression analysis / Actuarial science / Particle filter / Robot control / Maximum likelihood / Errors and residuals in statistics / Risk / Root-mean-square deviation / Statistics / Estimation theory / Statistical theory


Inference of the Structural Credit Risk Model using MLE Yuxi Li, Li Cheng and Dale Schuurmans Abstract— Credit risk analysis is not only an important research topic in finance, but also of interest in everyday life. Un
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Document Date: 2009-08-10 11:51:32

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City

New York / Springer-Verlag / /

Country

United States / /

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Facility

University of Alberta / Toyota Technological Institute / /

IndustryTerm

online manner / online counterpart / offline algorithm / finance / /

Organization

Toyota Technological Institute / APF RPF / University of Alberta / Department of Computing Science / American Statistical Association / /

Person

Yuxi Li / Li Cheng / N. J. Gordon / Dale Schuurmans / /

Position

Structural Credit Risk Model / D. J. / /

ProvinceOrState

New York / /

PublishedMedium

Review of Financial Studies / Mathematics of Computation / Journal of the American Statistical Association / The Journal of Finance / The Journal of Political Economy / Journal of Econometrics / /

Technology

simulation / LBFGS algorithm / offline algorithm / /

SocialTag