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Stress tests and loan pricing—Evidence from syndicated loans
Related publications (32)
A comparison of model-based and data-driven controller tuning
Alireza Karimi, Klaske van Heusden
In many industrial applications, finding a model from physical laws that is both simple and reliable for control design is a hard and time-consuming undertaking. When a set of input/output measurements is available, one can derive the controller directly f ...
Wiley-Blackwell2014SpaCEM(3): a software for biological module detection when data is incomplete, high dimensional and dependent
Summary: Among classical methods for module detection, SpaCEM3 provides ad hoc algorithms that were shown to be particularly well adapted to specific features of biological data: high-dimensionality, interactions between components (genes) and integrated t ...
2011Influence of chemistry and microstructure on the activation volume of TiAl alloys
Andreas Mortensen, Frédéric Diologent, Luc Rougier, Nicolas Vincent Barbi
Repeated stress-relaxation experiments are conducted from RT to 1073 K on three different gamma + alpha(2) TiAl alloys (Ti-46Al with 8Ta, 8Nb or 7Nb) One is a conventional duplex alloy, the two other are novel "convoluted" cast titanium aluminides develope ...
Elsevier2010Yield surface of polyurethane and aluminium replicated foam
Andreas Mortensen, Raphaël Charvet, Etienne Combaz, Willy Dufour, Claudio Bacciarini
It has been proposed in the literature, based on theoretical considerations and on finite-element calculations, that all three stress tensor invariants govern the yield surface of cellular materials. Recent experiments on 75 gm pore size aluminium replicat ...
Elsevier2010Graphical display for annual climate-based daylight simulation
Marilyne Andersen, Magali Bodart
Due to daylight variability, a design cannot be thoroughly assessed using single-moment simulations, which is why we need dynamic performance metrics like Daylight Autonomy and Useful Daylight Illuminance. Going one step further, the annual variation in pe ...
2008Normalisation of Histogrammed List Mode Data
Many PET scanners nowadays have the possibility to record event-by-event information, known as list mode data. This has the advantage of keeping the data in the highest possible resolution (both temporal and spatial). In most cases, list mode data are then ...
2008On Data-Centric Trust Establishment in Ephemeral Ad Hoc Networks
Jean-Pierre Hubaux, Panagiotis Papadimitratos, Maxime Raya
We argue that the traditional notion of trust as a relation among entities, while useful, becomes insu±cient in ephemeral ad hoc networks. In this paper, we address the challenge of extending the traditional notion of trust to data-centric trust, that is, ...
2008Can we assess the model complexity for a bioprocess: theory and example of the anaerobic digestion process
Benoît Chachuat, Olivier Bernard
In this paper we propose a methodology to determine the structure of the pseudo-stoichiometric coefficient matrix K in a mass balance based model, i.e. the maximal number of biomasses that must be taken into account to reproduce an available data set. It c ...
2006Optimal weights of evidence with bounded influence
Stephan Morgenthaler, Robert Staudte
A fundamental statistical problem is to indicate which of two hypotheses is better supported by the data. Statistics designed for this purpose are called weight of evidence. In this paper we study the problem of robust weights of evidence, optimal in their ...
2002Temperature dependence of electronic states in (TaSe4)(2)I - Reply
Giorgio Margaritondo, Helmuth Berger
We reject the assertion of Claessen et al., confirm the validity of our data, and discuss possible causes for the disagreement. ...
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