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An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
Journal of Credit Risk ( IF 0.880 ) Pub Date : 2021-01-01 , DOI: 10.21314/jcr.2021.004 Heng Chen
中文翻译:
用于投资组合损失预测和压力测试的可解释综合资本分析和审查 (CCAR) 神经网络模型
更新日期:2021-01-01
Journal of Credit Risk ( IF 0.880 ) Pub Date : 2021-01-01 , DOI: 10.21314/jcr.2021.004 Heng Chen
中文翻译:
用于投资组合损失预测和压力测试的可解释综合资本分析和审查 (CCAR) 神经网络模型