Dynamic credit score modeling with short-term and long-term memories : the case of Freddie Mac’s database
Maria Rocha Sousa, João Gama and Elísio Brandão
| Year of publication: |
March 2016
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|---|---|
| Authors: | Sousa, Maria Rocha ; Gama, João ; Brandão, Elísio |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 10.2016, 1, p. 59-80
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| Subject: | Freddie Mac | probability of default | memory | credit risk | scoring | adaptive learning | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Theorie | Theory | Hypothekenbank | Mortgage bank | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485152