Now showing items 1-2 of 2

    • 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 ...