Now showing items 1-2 of 2

  • Berg, Daniel; Aas, Kjersti (Research report / Forskningsrapport, 2007)
    In this article we review models for construction of higher-dimensional dependence that have arisen recent years. A multivariate data set, which exhibit complex patterns of dependence, particularly in the tails, can be ...
  • Kvamme, Håvard; Sellereite, Nikolai; Aas, Kjersti; Sjursen, Steffen A. Søreide (Journal article / Tidsskriftartikkel / SubmittedVersion, 2018)
    We predict mortgage default by applying convolutional neural networks to consumer transaction data. For each consumer we have the balances of the checking account, savings account, and the credit card, in addition to the ...