Results 261 to 270 of about 149,590 (309)

A Quantile Probability Model for Sectoral Corporate Defaults in Europe

Paul Konietschke, Julian Metzler, Aurea Ponte Marques   +2 more
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Rapid plasticity of default-mode local network architectures following adult-onset blindness. [PDF]

Cell Rep
Mesik L, Pham KHT, Ding K, Huang YM, Severin D, Kirkwood A, Dragomir A, Thakor N, Lee HK.   +8 more
europepmc   +1 more source

Padding interpolation, median imputation, RobustScalar, and particle swarm optimization with heterogeneous classifiers: a robust combination for effective heart disease diagnosis. [PDF]

Front Med (Lausanne)
Dhanka S, Kumar A, Maini S, Kumar N, Singh J, Khan M, Abbas M, Ksibi A.   +7 more
europepmc   +1 more source

Systemic Default Probability and Return Predictability: Evidence from China

Tao Zeng, Kaixin Wang, Yanjing Fan, Xiaobin Liu   +3 more
openalex   +1 more source

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Probability of Default (PD)

2022
The following sections are included: Default Definition Rating System Rating System Concept Rating Grades PD Estimation Methods Probit and Logit Models Calibration Bernoulli Distribution and Binomial Process Time Scaled Default Probabilities Time Scaled Rating Transitions Modeling Tails Additional Thoughts on ...
Giuseppe Orlando, Michele Bufalo, Henry Penikas, Concetta Zurlo   +3 more
openaire   +2 more sources

Confidence intervals for probabilities of default

Journal of Banking & Finance, 2005
In this paper we conduct a systematic comparison of confidence intervals around estimated probabilities of default (PD) using several analytical approaches as well as parametric and nonparametric bootstrap methods. We do so for two different PD estimation methods, cohort and duration (intensity), with 22 years of credit ratings data.
Samuel Gregory Hanson, Til Schuermann
openaire   +1 more source

Modeling default probabilities: The case of Brazil [PDF]

Journal of International Financial Markets, Institutions and Money, 2011
Abstract Using disaggregated data from the Brazilian stock market, we calculate default probabilities for 30 different economic sectors. Empirical results suggest that domestic macroeconomic factors can explain these default probabilities. In addition, we construct the Minimum Spanning Tree (MST) and the ultrametric hierarchical tree with the MST ...
Benjamin M. Tabak, Daniel O. Cajueiro, A. Luduvice   +2 more
openaire   +1 more source