Predicting loss given default in leasing : a closer look at models and variable selection
Florian Kaposty, Johannes Kriebel, Matthias Löderbusch
| Year of publication: |
2020
|
|---|---|
| Authors: | Kaposty, Florian ; Kriebel, Johannes ; Löderbusch, Matthias |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 2, p. 248-266
|
| Subject: | Loss given default | Forecasting | Variable selection methods | Leasing | Machine learning | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Künstliche Intelligenz | Artificial intelligence | Insolvenz | Insolvency | Modellierung | Scientific modelling | Theorie | Theory |
| Description of contents: | Description [doi.org] |