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Sharp Large Deviations and Gibbs Conditioning for Threshold Models in

Publication: Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk. Published Sep 23, 2025.

Research & Papers
arxiv.orgPublished Sep 23, 2025
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Overview

Publication: Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk. Published Sep 23, 2025.

Publication information

Publication title
Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk
Authors
Fengnan Deng, Anand N. Vidyashankar, Jeffrey F. Collamore
Published
Sep 23, 2025
Last publication revision
Oct 17, 2025
Subject areas
math.PR, math.ST, q-fin.MF, q-fin.PM, q-fin.RM
Publication source
arxiv.org · abs/2509.19151v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2509.19151 ↗

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
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DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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