Machine learning methods for short-term probability of default : a comparison of classification, regression and ranking methods
Lize Coenen, Wouter Verbeke and Tias Guns
| Year of publication: |
2022
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| Authors: | Coenen, Lize ; Verbeke, Wouter ; Guns, Tias |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 1, p. 191-206
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| Subject: | credit risk | learning-to-rank | Machine learning | probability of default | spot factoring | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Regressionsanalyse | Regression analysis | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Ranking-Verfahren | Ranking method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2020.1865847 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012872899