Application of the Cross Entropy Method to the Credit Risk Assessment in an Early Warning System.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/isip/ZhouWQ08
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Application of the Cross Entropy Method to the Credit Risk Assessment in an Early Warning System.
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credit risk assessment, importance sampling, cross entropy, rare event
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Application of the Cross Entropy Method to the Credit Risk Assessment in an Early Warning System.
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