IEEE - Institute of Electrical and Electronics Engineers, Inc. - Application of the Cross Entropy Method to the Credit Risk Assessment in an Early Warning System

2008 International Symposiums on Information Processing - ISIP 2008; 2008 International Pacific Workshop on Web Mining and Web-Based Application - WMWA 2008

Author(s): H. Zhou ; J. Wang ; Y. Qiu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2008
Conference Location: Moscow, Russia
Conference Date: 23 May 2008
Page(s): 728 - 732
ISBN (Paper): 978-0-7695-3151-9
DOI: 10.1109/ISIP.2008.23
Regular:

Traditional Moonier Carlo method usually takes a long time to simulate rare event, while importance sampling techniques can effectively reduce the simulation time and improve simulation... View More

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