Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Long range Ising model for credit risk modeling in homogeneous
  portfolios   Within the framework of maximum entropy principle we show that the
finite-size long-range Ising model is the adequate model for the description of
homogeneous credit portfolios and the computation of credit risk when default
correlations between the borrowers are included. The exact analysis of the
model suggest that when the correlation increases a first-order-like transition
may occur inducing a sudden risk increase. Such a feature is not reproduced by
the standard models used in credit risk modeling.

24
The categories of this paper are: dg-ga
9
The categories of this paper are: nlin
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
30
The categories of this paper are: q-alg
37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
26
The categories of this paper are: bayes-an
11
The categories of this paper are: hep-lat
14
The categories of this paper are: math-ph
12
The categories of this paper are: nucl-th
22
The categories of this paper are: chao-dyn
29
The categories of this paper are: funct-an
34
The categories of this paper are: chem-ph
10
The categories of this paper are: q-bio
27
The categories of this paper are: comp-gas