Results 41 to 50 of about 167,661,566 (258)

Competing Risk Models of Default in the Presence of Early Repayments

Ekonometria, 2019
One of the central tasks of credit institutions is credit risk assessment, in which the estimation of the probability of default is an important element.
Ewa Wycinka
doaj  

Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization

Advanced Engineering Materials, EarlyView.
Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier, Moritz Blum, Luana Caron, Alisa Chirkova, Philipp Cimiano, Basil Ell, Inga Ennen, Michael Feige, Maik Gaerner, Thomas Hilbig, Andreas Hütten, Günter Reiss, Tapas Samanta, Sonja Schöning, Christian Schröder, Lennart Schwan, Chris Taake, Martin Wortmann   +17 more
wiley   +1 more source

An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages

Risks, 2019
We propose an alternative approach to the modeling of the positive dependence between the probability of default and the loss given default in a portfolio of exposures, using a bivariate urn process.
Dan Cheng, Pasquale Cirillo
doaj   +1 more source

Estimation of default probability for corporate entities in Republic of Serbia [PDF]

Industrija, 2016
In this paper a quantitative PD model development has been excercised according to the Basel Capital Accord standards. The modeling dataset is based on the financial statements information from the Republic of Serbia.
Vujnović Miloš, Bogojević-Arsić Vesna, Nikolić Nebojša   +2 more
doaj   +1 more source

Is an Apple an Orange? A Large Language Model Benchmark for Candidate Term Extraction and Subclass Decisions Against Upper Ontologies in Engineering and Materials Science

Advanced Engineering Materials, EarlyView.
Building machine‐readable vocabularies for materials science is slow, expert‐driven work. This study benchmarks 13 large language models on two of its first steps: finding candidate terms in engineering articles and deciding where they belong in a class hierarchy.
Thomas Bjarsch, Maximilian Holland, Klaus Drechsler, Johannes Schilp   +3 more
wiley   +1 more source

Symbolic Regression and Multi‐Objective Optimization of the Flory–Huggins Interaction Parameter for Hydrogels

Advanced Engineering Materials, EarlyView.
We develop a data‐driven method to derive the mathematical expressions of the Flory–Huggins interaction parameter χ for the swelling behavior of temperature–responsive hydrogels. Starting from initial assumptions of χ, our workflow combines Bayesian optimization, Flory–Rehner theory, and symbolic regression to generate candidate χ expressions.
Yawen Wang, Adrian Ehrenhofer, Thomas Wallmersperger   +2 more
wiley   +1 more source

Basel II compliant credit risk modelling: model development for imbalanced credit scoring data sets, loss given default (LGD) and exposure at default (EAD)

, 2012
The purpose of this thesis is to determine and to better inform industry practitioners to the most appropriate classification and regression techniques for modelling the three key credit risk components of the Basel II minimum capital requirement ...
Brown, Iain L.J., Brown, Iain Leonard Johnston   +1 more
core   +1 more source

DigiChrom: A Domain Ontology for Semantic Representation of Trivalent Chromium Platings and Its Large Language Model‐Based Alignment With Multiple Mid‐Level Ontologies

Advanced Engineering Materials, EarlyView.
Digitalizing electroplating requires both domain knowledge and interoperability. This work introduces PlatOn, a domain ontology for trivalent chromium plating and coating characterization, and a hybrid pipeline that aligns it to a mid‐level reference ontology by combining eight similarity metrics with language model reasoning. Expert‐validated mappings
Janik Harter, Elena Garcia Trelles, Christoph Schweizer, Thomas Seifert, Christoph Baumer, Mahmoud Elkady, Katja Feige, Daniel Grimme, Edgar Hoffmann, Andreas Waibel, Anke Walter   +10 more
wiley   +1 more source

Toward Full Interoperability in Materials Science: Integrating Workflows With Knowledge Graphs

Advanced Engineering Materials, EarlyView.
The connection of conceptual workflow design, portable execution, and ontology‐based semantics leading to provenance‐rich knowledge graphs are main contributors to interoperability in materials science and a prerequisite to AI‐assisted orchestration and for interoperable Materials Acceleration Platforms.
Jan Janssen, Osamu Waseda, Bernd Bayerlein, Simon Stier, Steffen Brinckmann, Abril Azócar Guzmán, Sarath Menon, Matthias A. Popp, Jesper R. Pedersen, Ivano E. Castelli, Jörg Waitelonis, Wolfgang Wenzel, Jörg Neugebauer, Jörg Schaarschmidt, Tilmann Hickel   +14 more
wiley   +1 more source

Effect of Probability of Default and Financial Performance of Commercial Banks in Kenya

Journal of Business and Social Review in Emerging Economies
Purpose: Specific objectives are to establish the effect of effect of probability of default and financial performance of Commercial Banks in Kenya. The theoretical framework was based on asymmetric information.
Nyanumba Nyaundi Joel, Charles Yugi. Tibbs, Wycliffe Maingi Muli   +2 more
doaj   +1 more source