36 citations · 36 across the 2 of their papers we have counts for
2 papers
q-fin.CP2022
Universal approximation of credit portfolio losses using Restricted Boltzmann Machines
Giuseppe Genovese, Ashkan Nikeghbali, Nicola Serra +1
We introduce a new portfolio credit risk model based on Restricted Boltzmann Machines (RBMs), which are stochastic neural networks capable of universal approximation of loss distri…
hep-ex2015★ 36 cited
Extracting Angular Observables without a Likelihood and Applications to Rare Decays
Frederik Beaujean, Marcin Chrząszcz, Nicola Serra +1
Our goal is to obtain a complete set of angular observables arising in a generic multi-body process. We show how this can be achieved without the need to carry out a likelihood fit…