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A Decomposition Approach to Distributed Analysis of Networked Systems
Decomposition Approach Distributed Analysis Networked Systems
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2015/7/10
We present a simple distributed algorithm for analyzing well-posedness and stability of a system composed of different sub-units, interconnected over an arbitrary graph. The procedure consists in solv...
Modelling time and vintage variability in retail credit portfolios: the decomposition approach
Age-period-cohort default Exogeneous EMV model Forecasting Macroeco-nomic Statistical model Vintage
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2013/6/14
In this paper, we consider the problem of modelling historical data on retail credit portfolio performance, with a view to forecasting future performance, and facilitating strategic decision making. W...