Corporate default prediction model averaging : a normative linear pooling approach
Silvia Figini, Roberto Savona and Marika Vezzoli
| Year of publication: |
January-June 2016
|
|---|---|
| Authors: | Figini, Silvia ; Savona, Roberto ; Vezzoli, Marika |
| Published in: |
Intelligent systems in accounting finance and management : international journal. - Chichester : Wiley & Sons, ISSN 1550-1949, ZDB-ID 2166336-1. - Vol. 23.2016, 1/2, p. 6-20
|
| Subject: | AUC | competitive models | dominant models | ensamble models | model averaging | Prognoseverfahren | Forecasting model | Theorie | Theory | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/isaf.1387 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011668111