Common ordinal models, including the ordered logit model and the continuation ratio model, are formulated by a common score (ie, a linear combination of given explanatory variables) plus rank-specific ...
This paper addresses the building of obligor-level hazard rate corporate probability of default models for stress testing, departing from the predominant practice in wholesale credit modeling of ...
Traders in bonds and credit default swaps are bombarded with information on the default probabilities implied by credit spreads using a simple ratio. This ratio predicts that the credit spread will be ...
Here’s how an AI-powered trader earned $2.2 million on Polymarket using data models, automation and probability-based trading strategies.
The NBA playoffs are almost here, with the play-in tournament tipping off later tonight. But while the regular season was careening toward a dramatic finish, we were hard at work creating a live ...
This important study reports three experiments examining how the subjective experience of task regularities influences perceptual decision-making. Although the evidence linking subjective ratings to ...