文章名稱引用次數

• An optimized support vector machine intelligent technique using optimized feature selection methods: evidence from Chinese credit approval data1
• The utility of Basel III rules on excessive violations of internal risk models1
• Underperforming performance measures? A review of measures for loss given default models1
• Validation of profit and loss attribution models for equity derivatives1
• The validation of filtered historical value-at-risk models1
• Evaluating the risk performance of online peer-to-peer lending platforms in China1
• Analytical expressions of risk quantities for composite models0
• Optimal allocation of model risk appetite and validation threshold in the Solvency II framework0
• A risk-sensitive approach for stressed transition probability matrixes0
• Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework: an application to mortgage portfolios0