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  "access_rights": "",
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  "author": "Sergio Caprioli",
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  "author": "Sergio Caprioli",
            
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  "author_email": "",
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  "author_email": "",
            
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  "citation": [],
            
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  "creator_user_id": "17755db4-395a-4b3b-ac09-e8e3484ca700",
            
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  "defined_in": "https://doi.org/10.48550/arXiv.2309.08652",
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  "defined_in": "https://doi.org/10.48550/arXiv.2309.08652",
            
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  "doi": "10.57702/64wp8m3a",
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  "doi": "10.57702/64wp8m3a",
            
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  "doi_date_published": null,
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  "doi_date_published": "2024-12-16",
            
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  "doi_publisher": "TIB",
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  "extra_authors": [
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  "extra_authors": [
            
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    {
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    {
            
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      "extra_author": "Emanuele Cagliero",
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      "extra_author": "Emanuele Cagliero",
            
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      "orcid": ""
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      "orcid": ""
            
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    },
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    },
            
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    {
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    {
            
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      "extra_author": "Riccardo Crupi",
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      "extra_author": "Riccardo Crupi",
            
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      "orcid": ""
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      "orcid": ""
            
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    }
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      "description": "",
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      "description": "",
            
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      "display_name": "Financial Data",
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      "display_name": "Financial Data",
            
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      "name": "financial-data",
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      "name": "financial-data",
            
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      "title": "Financial Data"
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      "title": "Financial Data"
            
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  "name": 
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  "name": 
            
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t-portfolio-correlation-sensitivity-with-interpretable-generative-nn",
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t-portfolio-correlation-sensitivity-with-interpretable-generative-nn",
            
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  "notes": "The dataset contains n = 206 correlation matrices of the 
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  "notes": "The dataset contains n = 206 correlation matrices of the 
            
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monthly log-returns of M = 44 equity indices, calculated on their 
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monthly log-returns of M = 44 equity indices, calculated on their 
            
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monthly time series from February 1997 to June 2022, using overlapping 
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monthly time series from February 1997 to June 2022, using overlapping 
            
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rolling windows of size 100 months.",
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rolling windows of size 100 months.",
            
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      "description": "The json representation of the dataset with its 
            
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distributions based on DCAT.",
            
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      "name": "financial data",
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      "name": "financial data",
            
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      "display_name": "rolling windows",
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      "display_name": "rolling windows",
            
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      "name": "rolling windows",
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      "vocabulary_id": null
            
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    }
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    }
            
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  ],
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  ],
            
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  "title": "Credit Portfolio correlation sensitivity with 
138
  "title": "Credit Portfolio correlation sensitivity with 
            
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interpretable generative NN",
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interpretable generative NN",
            
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  "type": "dataset",
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  "type": "dataset",
            
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  "version": ""
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  "version": ""
            
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}
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}