Search Results for author: Nicola Serra

Found 3 papers, 2 papers with code

Universal approximation of credit portfolio losses using Restricted Boltzmann Machines

1 code implementation22 Feb 2022 Giuseppe Genovese, Ashkan Nikeghbali, Nicola Serra, Gabriele Visentin

We introduce a new portfolio credit risk model based on Restricted Boltzmann Machines (RBMs), which are stochastic neural networks capable of universal approximation of loss distributions.

Management

zfit: scalable pythonic fitting

1 code implementation29 Oct 2019 Jonas Eschle, Albert Puig Navarro, Rafael Silva Coutinho, Nicola Serra

Statistical modeling is a key element for High-Energy Physics (HEP) analysis.

Data Analysis, Statistics and Probability High Energy Physics - Experiment

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