Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management

Ronald Hochreiter; David Wozabal

doi:10.1007/978-3-642-01129-0_23

Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management

Ronald Hochreiter
, David Wozabal

University of Vienna

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Original language	English
Title of host publication	Applications of Evolutionary Computing - EvoWorkshops 2009
Subtitle of host publication	EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Proceedings
Pages	193-202
Number of pages	10
DOIs	https://doi.org/10.1007/978-3-642-01129-0_23
Publication status	Published - 2009
Externally published	Yes
Event	Applications of Evolutionary Computing, EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG - Tubingen, Germany Duration: 15 Apr 2009 → 17 Apr 2009

Publication series

Name	Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume	5484 LNCS
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Conference

Conference	Applications of Evolutionary Computing, EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG
Country/Territory	Germany
City	Tubingen
Period	15/04/09 → 17/04/09

Access to Document

10.1007/978-3-642-01129-0_23

Cite this

Hochreiter, R., & Wozabal, D. (2009). Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management. In Applications of Evolutionary Computing - EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Proceedings (pp. 193-202). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5484 LNCS). https://doi.org/10.1007/978-3-642-01129-0_23

Hochreiter, Ronald ; Wozabal, David. / Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management. Applications of Evolutionary Computing - EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Proceedings. 2009. pp. 193-202 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).

@inproceedings{ad9718c4ca5f4d5b9618fbd7809abf3c,

title = "Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management",

author = "Ronald Hochreiter and David Wozabal",

year = "2009",

doi = "10.1007/978-3-642-01129-0\_23",

language = "English",

isbn = "3642011284",

series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",

pages = "193--202",

booktitle = "Applications of Evolutionary Computing - EvoWorkshops 2009",

note = "Applications of Evolutionary Computing, EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG ; Conference date: 15-04-2009 Through 17-04-2009",

}

Hochreiter, R & Wozabal, D 2009, Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management. in Applications of Evolutionary Computing - EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Proceedings. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 5484 LNCS, pp. 193-202, Applications of Evolutionary Computing, EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Tubingen, Germany, 15/04/09. https://doi.org/10.1007/978-3-642-01129-0_23

Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management. / Hochreiter, Ronald; Wozabal, David.
Applications of Evolutionary Computing - EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Proceedings. 2009. p. 193-202 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 5484 LNCS).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management

AU - Hochreiter, Ronald

AU - Wozabal, David

PY - 2009

Y1 - 2009

UR - https://www.scopus.com/pages/publications/67650677062

U2 - 10.1007/978-3-642-01129-0_23

DO - 10.1007/978-3-642-01129-0_23

M3 - Conference contribution

AN - SCOPUS:67650677062

SN - 3642011284

SN - 9783642011283

T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

SP - 193

EP - 202

BT - Applications of Evolutionary Computing - EvoWorkshops 2009

T2 - Applications of Evolutionary Computing, EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG

Y2 - 15 April 2009 through 17 April 2009

ER -

Hochreiter R, Wozabal D. Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management. In Applications of Evolutionary Computing - EvoWorkshops 2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG, Proceedings. 2009. p. 193-202. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)). doi: 10.1007/978-3-642-01129-0_23

Evolutionary approaches for estimating a coupled markov chain model for credit portfolio risk management

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