Intertemporal defaulted bond recoveries prediction via machine learning
Abdolreza Nazemi, Friedrich Baumann, Frank J. Fabozzi
| Year of publication: |
2022
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|---|---|
| Authors: | Nazemi, Abdolreza ; Baumann, Friedrich ; Fabozzi, Frank J. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 297.2022, 3 (16.3.), p. 1162-1177
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| Subject: | Finance | Risk-management | Recovery rates | Machine learning | News-based analysis | Power expectation propagation | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Anleihe | Bond | Insolvenz | Insolvency | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.06.047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013263044