Search Results - subject:"Model Performance"

Performance validation of representative sample-balancing methods in loan credit-scoring scenarios

Chen, Ling-Jia; Zhang, Runchi - In: The journal of risk model validation 16 (2022) 4, pp. 77-112

Persistent link: https://www.econbiz.de/10014239852

Further tests of asset pricing models : liquidity risk matters

Ma, Xiuli; Zhang, Xindong; Liu, Weimin - In: Economic modelling 95 (2021), pp. 255-273

Persistent link: https://www.econbiz.de/10012695989

The evolution of model risk management processes

Garro, Maurizio - In: Journal of risk management in financial institutions 13 (2019/2020) 1, pp. 16-23

Persistent link: https://www.econbiz.de/10012250004

Bayesian assessment of predictors' contributions to variation in the predictive performance of a logistic regression model

Lu, Yonggang - In: Journal of business analytics 2 (2019) 2, pp. 134-146

Persistent link: https://www.econbiz.de/10012170273

Underperforming performance measures? : a review of measures for loss given default models

Bijak, Katarzyna; Thomas, Lyn C. - In: The journal of risk model validation 12 (2018) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011869725

Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias

Juneja, Januj - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 695-715

Persistent link: https://www.econbiz.de/10011979271

Performance of a reciprocity model in predicting a positive reciprocity decision

Bhirombhakdi, Kornpob; Potipiti, Tanapong - Volkswirtschaftliche Fakultät, … - 2012

in the rate of the correct predictions (informativeness). Six scenarios of trust game are used to test the model …'s performance. Further, we compare the performance of the model with two other prediction methods; one method uses a decision in a …

Persistent link: https://www.econbiz.de/10011110322

The Epstein-Zin model with liquidity extension

Liu, Weimin; Luo, Di; Zhao, Huainan - In: The financial review : the official publication of the … 51 (2016) 1, pp. 113-146

Persistent link: https://www.econbiz.de/10011436806

Development of statistical methods for the surveillance and monitoring of adverse events which adjust for differing patient and surgical risks

Webster, Ronald A. - 2008

The research in this thesis has been undertaken to develop statistical tools for monitoring adverse events in hospitals that adjust for varying patient risk. The studies involved a detailed literature review of risk adjustment scores for patient mortality following cardiac surgery, comparison of...

Persistent link: https://www.econbiz.de/10009437853

Network configuration, customer centricity, and performance of open business models : a solution provider perspective

Frankenberger, Karolin; Weiblen, Tobias; Gassmann, Oliver - In: Industrial marketing management : the international … 42 (2013) 5, pp. 671-682

Persistent link: https://www.econbiz.de/10010211447