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Subject
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Finite mixture models 2 Forecasting 2 Leasing 2 Loss given default 2 Regression and model trees 2 Credit risk 1 Forecasting model 1 Genetic programming 1 Inverse modeling 1 Kreditrisiko 1 Locally weighted learning 1 Model trees 1 Modellierung 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Scientific modelling 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Wind estimation 1 classification 1 classifier ensembles 1 combining models 1 decision trees 1 machine learning 1 model trees 1 rotation-based ensemble 1
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Undetermined 3
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1
Author
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Hartmann-Wendels, Thomas 2 Miller, Patrick 2 Töws, Eugen 2 Daga, Mansi 1 Deo, M. 1 Kotsiantis, S.B. 1
Published in...
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International Journal of Data Analysis Techniques and Strategies 1 Journal of Banking & Finance 1 Journal of banking & finance 1 Natural Hazards 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Loss given default for leasing : parametric and nonparametric estimations
Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of banking & finance 40 (2014), pp. 364-375
Persistent link: https://www.econbiz.de/10010403743
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Loss given default for leasing: Parametric and nonparametric estimations
Hartmann-Wendels, Thomas; Miller, Patrick; Töws, Eugen - In: Journal of Banking & Finance 40 (2014) C, pp. 364-375
benchmarks, we compare hybrid finite mixture models (FMMs), model trees and regression trees and we calculate the mean absolute … with respect to out-of-sample estimations. Model trees, by contrast, are more robust and outperform all other methods if …
Persistent link: https://www.econbiz.de/10011065574
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Rotation-based model trees for classification
Kotsiantis, S.B. - In: International Journal of Data Analysis Techniques and … 2 (2010) 1, pp. 22-37
functions instead of terminal class values at its leaves. In this study, model trees were coupled with a rotation-based ensemble …
Persistent link: https://www.econbiz.de/10008755526
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Alternative data-driven methods to estimate wind from waves by inverse modeling
Daga, Mansi; Deo, M. - In: Natural Hazards 49 (2009) 2, pp. 293-310
periods with the help of alternative data-driven methods such as program-based genetic programming, model trees, and locally …
Persistent link: https://www.econbiz.de/10010995803
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