BIDC: Bayesian Inference for Default Correlations
I just released a package on Github called BIDC, which stands for Bayesian Inference for Default Correlations.
I just released a package on Github called BIDC, which stands for Bayesian Inference for Default Correlations.
In this post, I will give a brief description of real valued Fourier series in higher dimensions, with some neat plots.
Update: I have built a demo webapp implementing the solution presented here.