Monthly Archives: July 2015

ROC & roll

Just in case you’ve been wondering where all those 70s’ “obscenities” have ended up, you’d better now check in credit analysis rating systems to understand they haven’t gone far. In the figure above a credit risk model, fitted with a logistic function, has been tested on an out-of-sample credit file of

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Posted in Economics, Research & Analytics
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The Greek Agreement annotated by Y. Varoufakis

Former Finance Minister Y. Varoufakis annotates “the Greek agreement”, here’s the link of the day, or perhaps the week..

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Posted in Economics
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James Galbraith and Greece and its referendum

James Galbraith on Greece and its referendum, here.

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Posted in Economics
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