Aggregation of individual credit assessments using methods of expert information analysis
Priority areas of development: economics
Department: Financial Engineering & Risk Management Lab
The project has been carried out as part of the HSE Program of Fundamental Studies.
Lapshin V. A. Inconsistencies in bond market quotes: is it the wrong model or the wrong data? // Journal of Computational Science. 2018. Vol. 24. P. 255-265. doi