Simon Cotter | DeepAI

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Featured Co-authors

Thomas House
8 publications
Filippo Pagani
4 publications
Paul Russell
3 publications
Sam Baynes
1 publication
Edmund Ryan
1 publication
Timothy Waite
1 publication

research

∙ 01/10/2022

Efficient forecasting and uncertainty quantification for large scale account level Monte Carlo models of debt recovery

We consider the problem of forecasting debt recovery from large portfoli...

0 Sam Baynes, et al. ∙

research

∙ 03/07/2020

The NuZZ: Numerical ZigZag Sampling for General Models

We present the Numerical ZigZag (NuZZ) algorithm, a Piecewise Determinis...

0 Simon Cotter, et al. ∙