Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
skip to main content
10.1145/3220547.3220552acmconferencesArticle/Chapter ViewAbstractPublication PagescikmConference Proceedingsconference-collections
short-paper
Public Access

Choosing Models to Explore Financial Supply Chain Relationships

Published: 15 June 2018 Publication History
First page of PDF

References

[1]
Adam Ashcraft, Paul Goldsmith-Pinkham, and James Vickery. 2010. MBS Ratings and the Mortgage Credit Boom. Federal Reserve Bank of New York Staff Reports, no. 449 (2010).
[2]
D Blei, A Ng, and M Jordan. 2003. Latent dirichlet allocation. Journal of Machine Learning Research 3 (2003), 993--1022.
[3]
Bloomberg 2017. Bloomberg L.P. https://en.wikipedia.org/wiki/Bloomberg-Terminal.
[4]
CUSIP {n. d.}. Cusip global services. https://www.cusip.com/cusip/index.htm.
[5]
Cem Demiroglu and Christopher James. 2012. How Important is Having Skin in the Game? Originator-Sponsor Affiliation and Losses on Mortgage-backed Securities. The Review of Financial Studies 25 (2012), 3217--3258.
[6]
Trevor Hastie, Robert Tibshirani, and Jerome Friedman. 2009. The Elements of Statistical Learning: Data Mining, Inference, and Prediction (2nd. ed.). Springer.
[7]
Jie He, Jun Qian, and Philip E. Strahan. 2011. Credit Ratings and the Evolution of the Mortgage-Backed Securities Market. American Economic Review 101 (2011), 131--35.
[8]
Jie He, Jun Qian, and Philip E. Strahan. 2012. Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities. The Journal of Finance 67 (2012), 2097--2137.
[9]
Craig B. Merrill, Taylor D. Nadauld, Ren M. Stulz, and Shane Sherlund. 2012. Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities? NBER Working Paper No. 18270 (2012).
[10]
M Steyvers and T Griffiths. 2007. Probabilistic topic models. Laurence Erlbaum.

Recommendations

Comments

Information & Contributors

Information

Published In

cover image ACM Conferences
DSMM'18: Proceedings of the Fourth International Workshop on Data Science for Macro-Modeling with Financial and Economic Datasets
June 2018
66 pages
ISBN:9781450358835
DOI:10.1145/3220547
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

Sponsors

Publisher

Association for Computing Machinery

New York, NY, United States

Publication History

Published: 15 June 2018

Permissions

Request permissions for this article.

Check for updates

Qualifiers

  • Short-paper
  • Research
  • Refereed limited

Funding Sources

Conference

SIGMOD/PODS '18
Sponsor:

Acceptance Rates

DSMM'18 Paper Acceptance Rate 14 of 17 submissions, 82%;
Overall Acceptance Rate 32 of 64 submissions, 50%

Upcoming Conference

CIKM '25

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • 0
    Total Citations
  • 272
    Total Downloads
  • Downloads (Last 12 months)39
  • Downloads (Last 6 weeks)8
Reflects downloads up to 25 Dec 2024

Other Metrics

Citations

View Options

View options

PDF

View or Download as a PDF file.

PDF

eReader

View online with eReader.

eReader

Login options

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media