{"labels":{"en":"Quantifying Credit Portfolio Sensitivity to Asset Correlations With Interpretable Generative Neural Networks"},"descriptions":{"en":"scientific paper published in CEUR-WS Volume 3650"},"claims":{"P31":"Q13442814","P1433":"Q125017487","P1476":{"text":"Quantifying Credit Portfolio Sensitivity to Asset Correlations With Interpretable Generative Neural Networks","language":"en"},"P407":"Q1860","P953":"https://ceur-ws.org/Vol-3650/paper9.pdf","P50":[],"P2093":[{"value":"Sergio Caprioli","qualifiers":{"P1545":"1"}},{"value":"Emanuele Cagliero","qualifiers":{"P1545":"2"}},{"value":"Riccardo Crupi","qualifiers":{"P1545":"3"}}]}}