Proposing an innovative real-time monitoring approach for the parameter stability of credit-default prediction model
Linzi Liu, Xin Lai, Xiaofang Cai, Wei (Wayne) Huang and Weimin Miao
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Linzi ; Lai, Xin ; Cai, Xiaofang ; Huang, Wei ; Miao, Weimin |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 75.2024, 11, p. 2115-2126
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| Subject: | Credit-default prediction | multiple linear profiles | parameter stability | real-time monitoring | statistical process control | Prognoseverfahren | Forecasting model | Theorie | Theory | Statistische Qualitätskontrolle | Statistical quality control | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2024.2305157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015188773