Hybrid Event: Chao Zhang - Large-Scale Corporate Default Modeling
**Please Note! Speaker Change:** IAQF & Thalesians Seminar Series: A Kernel Machine for Large-Scale Corporate Default Modeling. A Seminar by Chao Zhang 6:00 PM Seminar Begins 7:30 PM Reception Fordha…
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When and where
- Date and time
- EST — local New York time
- Location
- 140 West 62nd Street140 W 62nd St, New York, NY 10023, USA, New York, NY, New York, NYNew York
About this event
**Please Note! Speaker Change:**
IAQF & Thalesians Seminar Series: A Kernel Machine for Large-Scale Corporate Default Modeling. A Seminar by Chao Zhang
6:00 PM Seminar Begins
7:30 PM Reception
Fordham University
McNally Amphitheater
140 West 62nd Street
New York, NY 10023
Hybrid Event
Free Registration!
For Virtual Attendees: Please email web@iaqf.org for the link.
**Abstract:**
We present a scalable kernel logistic regression framework for estimating forward-looking, real-world corporate default probabilities using features derived from financial variables and structural credit-model outputs. This kernel machine is used in the Bloomberg Corporate Default Risk Model (DRSK). The model learns a globally defined nonlinear log-odds function in a reproducing kernel Hilbert space. The chosen hybrid linear–Gaussian radial-basis-function kernel is universal and capable of approximating a broad class of nonlinear dynamics. Under standard conditions and an appropriate regularization scheme
Official details
- Price:
- Free
- Organizer:
- The Thalesians
- Listing source:
- Meetup
Last verified · This event is free to attend.
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