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Universal approximation of credit portfolio losses using Restricted Bo

Publication: Universal approximation of credit portfolio losses using Restricted Boltzmann Machines. Published Feb 22, 2022.

Research & Papers
arxiv.orgPublished Feb 22, 2022
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Overview

Publication: Universal approximation of credit portfolio losses using Restricted Boltzmann Machines. Published Feb 22, 2022.

Publication information

Publication title
Universal approximation of credit portfolio losses using Restricted Boltzmann Machines
Authors
Giuseppe Genovese, Ashkan Nikeghbali, Nicola Serra, Gabriele Visentin
Published
Feb 22, 2022
Last publication revision
Apr 25, 2023
Subject areas
q-fin.CP, math.PR
Publication source
arxiv.org · abs/2202.11060v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2202.11060 ↗

Discovery references

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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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