Patrick Kurth
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A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time Windows Open
We present a statistical test for the long-term calibration in rating systems that can deal with overlapping time windows as required by the guidelines of the European Banking Authority (EBA), which apply to major financial institutions in…
A hypothesis test for the long-term calibration in rating systems with overlapping time windows Open
We present a statistical test that can be used to verify supervisory requirements concerning overlapping time windows for the long-term calibration in rating systems. In a first step, we show that the long-run default rate is approximately…
Digital Non-Linear Transmitter Equalization for PAM-N-Based VCSEL Links Enabling Robust Data Transmission of 100 Gbit/s and Beyond Open
This paper demonstrates why VCSEL-based transmitter systems are not able to capitalize on higher-order PAM modulation formats (such as PAM-4) to push the link data rate towards 100 Gbit/s with BER of better than 10−5. First, the non-linear…