Multi-view locally weighted regression for loss given default forecasting
Hui Cheng, Cuiqing Jiang, Zhao Wang, Xiaoya Ni
| Year of publication: |
2025
|
|---|---|
| Authors: | Cheng, Hui ; Jiang, Cuiqing ; Wang, Zhao ; Ni, Xiaoya |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 1, p. 290-306
|
| Subject: | Ensemble learning | Forecasting method | Loan management | Locally weighted regression | Loss given default | Multi-view learning | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kreditrisiko | Credit risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.05.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015440315