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- Publisher Website: 10.3233/RDA-2012-0086
- Scopus: eid_2-s2.0-84884536496
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Article: On Modeling Credit Defaults: A Probabilistic Boolean Network Approach
Title | On Modeling Credit Defaults: A Probabilistic Boolean Network Approach |
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Authors | |
Keywords | Business cycles correlated defaults entropy probabilistic Boolean networks |
Issue Date | 2013 |
Publisher | IOS Press. The Journal's web site is located at http://www.iospress.nl/journal/risk-and-decision-analysis/ |
Citation | Risk and Decision Analysis, 2013, v. 4 n. 2, p. 119-129 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/184536 |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Gu, J | en_US |
dc.contributor.author | Ching, WK | en_US |
dc.contributor.author | Siu, T | en_US |
dc.contributor.author | Zheng, H | en_US |
dc.date.accessioned | 2013-07-15T09:53:59Z | - |
dc.date.available | 2013-07-15T09:53:59Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | Risk and Decision Analysis, 2013, v. 4 n. 2, p. 119-129 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/184536 | - |
dc.language | eng | en_US |
dc.publisher | IOS Press. The Journal's web site is located at http://www.iospress.nl/journal/risk-and-decision-analysis/ | - |
dc.relation.ispartof | Risk and Decision Analysis | en_US |
dc.subject | Business cycles | - |
dc.subject | correlated defaults | - |
dc.subject | entropy | - |
dc.subject | probabilistic Boolean networks | - |
dc.title | On Modeling Credit Defaults: A Probabilistic Boolean Network Approach | en_US |
dc.type | Article | en_US |
dc.identifier.email | Ching, WK: wching@hku.hk | en_US |
dc.identifier.authority | Ching, WK=rp00679 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.3233/RDA-2012-0086 | - |
dc.identifier.scopus | eid_2-s2.0-84884536496 | - |
dc.identifier.hkuros | 215740 | en_US |
dc.identifier.volume | 4 | en_US |
dc.identifier.spage | 119 | en_US |
dc.identifier.epage | 129 | en_US |