Sfoglia per Autore "De Stefanis, Sergio Pietro"
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Anomalies detection in credit risk data: an approach based on the Isolation Forest
Forte, Fabio (Universita degli studi di Salerno, 2019-12-16)As starting point the definition of Risk as the chances of having an unexpected or negative outcome has been introduced. After a brief introduction on most of the risk categories as Banks and regulators, the thesis ... -
Empirical applications of the interacted panel VAR model
Di Serio, Mario (Universita degli studi di Salerno, 2018-06-15)The Vector Autoregressive (VAR) Models can be considered as a dynamic multivariate extension of the univariate autoregressive models. This family of models has become very popular in macroeconomics analysis after the ...