Opening the black box : quantile neural networks for loss given default prediction
Ralf Kellner, Maximilian Nagl, Daniel Rösch
| Year of publication: |
2022
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|---|---|
| Authors: | Kellner, Ralf ; Nagl, Maximilian ; Rösch, Daniel |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 134.2022, p. 1-20
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| Subject: | Black box | Explainable machine learning | Global credit data | Neural networks | Quantile regression | Neuronale Netze | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106334 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013400086