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  • Photo du rédacteurHélène Dufour

Bayesian backtesting for counterparty risk models

"... we find that the #bayesian approach outperforms the classical [#counterparty #risk #model] in identifying whether a model is correctly specified, which is the principal aim of any backtesting framework."


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Comments on the Final Trilogue Version of the AI Act

“This paper provides a comprehensive analysis of the recent EU AI Act, the regulatory framework surrounding Artificial Intelligence (AI), focusing on foundation models, open-source exemptions, remote

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