Bayesian regularized artificial neural networks for the estimation of the probability of default
Year of publication: |
2020
|
---|---|
Authors: | Sariev, Eduard ; Germano, Guido |
Subject: | Artificial neural networks | Bayesian regularization | Credit risk | Probability of default | Neuronale Netze | Neural networks | Kreditrisiko | Bayes-Statistik | Bayesian inference | Theorie | Theory | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kreditwürdigkeit | Credit rating |
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