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- Marek J. Karwanski
e-mail: | ***@sggw.pl |
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Affiliation: |
Szkoła Główna Gospodarstwa Wiejskiego
address: | Nowoursynowska 166, Warszawa, 02-787, Poland | phone: | | fax: | | web: | | |
Participant: |
began: | 2012-04-19 |
ended: | 2012-04-21 |
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| 6 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych" | Models of rating dynamics |
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Participant: |
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Participant: |
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Publications: |
- Analysis of stability of operational risk models
- Application of migration matrices to risk evaluation and their effect on portfolio value
- Mixed models and ensemble methods and their performance in LGD modeling.
- Modeling correlations in operational risk
- Models of rating dynamics
- Propensity score matching and its application to risk drivers selection in financial setting
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