Deutsche Bundesbank

output

20012025

most citedCalculating credit risk capital charges with the one-factor model

78 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

Dirk Tasche2 profiles6 · h 23
E. Mayerhofer2 · h 13
Alexandre Kurth1 · h 6
A. Sato1 · h 10
Carlo Acerbi1
Christoph Aymanns1 · h 6
Co-Pierre Georg1 · h 17
Damian Borth1 · h 6
Jonathan Khedair1 · h 1
K. Anand1 · h 7
L. Tibiletti1 · h 12
Marco Schreyer1 · h 13

collaborating institutions

Bank of JapanJP1 paper
Federal Department of FinanceCH1 paper
King's College LondonGB1 paper
Kyoto UniversityJP1 paper
Osnabrück UniversityDE1 paper
University of Applied Sciences St. GallenCH1 paper
University of Cape TownZA1 paper
University of OxfordGB1 paper
University of St.GallenCH1 paper
University of TurinIT1 paper

Showing 2025Show all

1 paper · 1 filter

cs.LG2025★ 6 cited

Diffusion-Scheduled Denoising Autoencoders for Anomaly Detection in Tabular Data

Timur Sattarov, Marco Schreyer, Damian Borth

Anomaly detection in tabular data remains challenging due to complex feature interactions and the scarcity of anomalous examples. Denoising autoencoders rely on fixed-magnitude noi…