Machine learning techniques in joint default assessment
Year of publication: |
[2024]
|
---|---|
Authors: | Fadda, Edoardo ; Luciano, Elisa ; Semeraro, Patrizia |
Publisher: |
Torino : CCA, Fondazione Collegio Carlo Alberto |
Subject: | Model Risk | Risk analysis | Bernoulli mixture model | ML methods | credit cards | Kreditkarte | Credit card | Kreditrisiko | Credit risk | Künstliche Intelligenz | Artificial intelligence | Risikomanagement | Risk management | Theorie | Theory | Risiko | Risk |
-
Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J., (2015)
-
Machine learning-based profit modeling for credit card underwriting : implications for credit risk
Krivorotov, George, (2023)
-
Credit card loss forecasting : some lessons from COVID
Sengupta, Partha, (2024)
- More ...
-
Fontana, Roberto, (2020)
-
Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion
Luciano, Elisa, (2007)
-
Dependence Calibration and Portfolio Fit with FactorBased Time Changes
Luciano, Elisa, (2013)
- More ...