Art
J-GLOBAL ID：202002280752503165   Reference number：20A0768116

Phase transition in the Bayesian estimation of the default portfolio

デフォルトポートフォリオのベイズ推定における相転移【JST・京大機械翻訳】
Author (2)：
Hisakado Masato

About Hisakado Masato

(Nomura Holdings, Inc., Otemachi 2-2-2, Chiyoda-ku, Tokyo 100-8130, Japan)

About Nomura Holdings, Inc., Otemachi 2-2-2, Chiyoda-ku, Tokyo 100-8130, Japan

, 
Mori Shintaro

About Mori Shintaro

(Department of Mathematics and Physics, Graduate School of Science and Technology, Hirosaki University, Bunkyo-cho 3, Hirosaki, Aomori 036-8561, Japan)

About Department of Mathematics and Physics, Graduate School of Science and Technology, Hirosaki University, Bunkyo-cho 3, Hirosaki, Aomori 036-8561, Japan


Material：
Physica A. Statistical Mechanics and Its Applications  (Physica A)

About Physica A. Statistical Mechanics and Its Applications


Volume： 544  Page： Null  Publication year： 2020 
JST Material Number： D0322B  ISSN： 0378-4371  Document type： Article
Article type： 原著論文  Country of issue： Netherlands (NLD)  Language： ENGLISH (EN)
Abstract/Point：
Abstract/Point
Japanese summary of the article(about several hundred characters).
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The probability of default (PD...
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Thesaurus term：
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
electric power

About electric power

, 
Fourier transformation

About Fourier transformation

, 
boundary layer

About boundary layer

, 
*phase transition

About phase transition

, 
financial institution

About financial institution

, 
*Bayes estimation

About Bayes estimation

, 
power spectrum

About power spectrum

, 
*portfolio

About portfolio

, 
Ising model

About Ising model

, 
Binomial Distribution

About Binomial Distribution

, 
memory (computer)

About memory (computer)

, 
layer

About layer


Semi thesaurus term：
Thesaurus term/Semi thesaurus term
Keywords indexed to the article.
All keywords is available on JDreamIII(charged).
On J-GLOBAL, this item will be available after more than half a year after the record posted. In addtion, medical articles require to login to MyJ-GLOBAL.
普遍性類

About 普遍性類

, 
時間相関

About 時間相関

, 【Automatic Indexing@JST】
Author keywords (6)：
Phase transition

About Phase transition

, 
Default correlation

About Default correlation

, 
Bayesian estimation

About Bayesian estimation

, 
Empirical data analysis

About Empirical data analysis

, 
Ising model

About Ising model

, 
Long and intermediate memory process

About Long and intermediate memory process

JST classification (2)：
JST classification
Category name(code) classified by JST.
Profit management 
(KA05030A)

About Profit management

,  Industrial economy 
(KA02000Y)

About Industrial economy

Terms in the title (3)：
Terms in the title
Keywords automatically extracted from the title.
ポートフォリオ

About ポートフォリオ

, 
ベイズ推定

About ベイズ推定

, 
相転移

About 相転移


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