Machine learning loss given default for corporate debt
Luke M. Olson, Min Qi, Xiaofei Zhang, Xinlei Zhao
| Year of publication: |
2021
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|---|---|
| Authors: | Olson, Luke M. ; Qi, Min ; Zhang, Xiaofei ; Zhao, Xinlei |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 64.2021, p. 144-159
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| Subject: | Bagging | Loss given default | Machine learning | Sequential blocked cross-validation | Shuffled K-fold cross-validation | Unshuffled K-fold cross-validation | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.08.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259408