An alternative statistical framework for credit default prediction
Mohammad Shamsu Uddin, Guotai Chi, Tabassum Habib and Ying Zhou
| Year of publication: |
2020
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|---|---|
| Authors: | Uddin, Mohammad S. ; Chi, Guotai ; Habib, Tabassum ; Zhou, Ying |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 14.2020, 2, p. 65-101
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| Subject: | credit default risk prediction model | gradient-boosting model | statistical methods | artificial intelligence (AI) | high-dimensional data | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Statistische Methode | Statistical method | Kreditwürdigkeit | Credit rating | Statistische Methodenlehre | Statistical theory | Insolvenz | Insolvency | Kreditderivat | Credit derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2020.220 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014335963