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Forecasting and stress testing...
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Forecasting model
1,027
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528
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258
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Gupta, Rangan
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9
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8
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7
Jiang, He
7
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7
Song, Yuping
7
Tavlas, George S.
7
Wang, Yudong
7
He, Mengxi
6
Pierdzioch, Christian
6
Cepni, Oguzhan
5
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Herwartz, Helmut
5
Kouretas, Georgios P.
5
Kunst, Robert M.
5
Lien, Da-hsiang Donald
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McAleer, Michael
5
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4
Baltagi, Badi H.
4
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4
Ma, Feng
4
McMillan, David G.
4
O'Hare, Colin
4
Panopulu, Aikaterinē
4
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Journal of forecasting
International journal of forecasting
1,619
Journal of banking & finance
699
Finance research letters
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NBER working paper series
446
Applied economics
392
European journal of operational research : EJOR
385
Working paper
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NBER Working Paper
358
Energy economics
344
International review of financial analysis
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Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
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Technological forecasting & social change : an international journal
310
Journal of econometrics
309
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307
ECB Working Paper
306
Applied economics letters
305
Discussion paper / Centre for Economic Policy Research
288
Economics letters
288
International review of economics & finance : IREF
286
Discussion paper / Tinbergen Institute
259
Journal of empirical finance
254
Management science : journal of the Institute for Operations Research and the Management Sciences
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IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Risks : open access journal
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Finance and economics discussion series
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IMF Working Papers
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Journal of financial stability
227
Computational economics
226
The North American journal of economics and finance : a journal of financial economics studies
226
CESifo working papers
221
Discussion paper
203
IMF Staff Country Reports
202
The European journal of finance
190
Journal of risk and financial management : JRFM
187
The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
1,032
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1
Credit card loss forecasting : some lessons from COVID
Sengupta, Partha
;
Wheeler, Christopher H.
- In:
Journal of forecasting
43
(
2024
)
7
,
pp. 2448-2477
Persistent link: https://www.econbiz.de/10015110475
Saved in:
2
A comparative study of combining tree-based feature selection methods and classifiers in personal loan default prediction
Guo, Weidong
;
Zhou, Zach Zhizhong
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1248-1313
Persistent link: https://www.econbiz.de/10013465695
Saved in:
3
Multiperiod default probability forecasting
Blümke, Oliver
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 677-696
Persistent link: https://www.econbiz.de/10013287842
Saved in:
4
Forecasting nonperforming loans using machine learning
Abdullah, Mohammad
;
Chowdhury, Mohammad Ashraful Ferdous
; …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1664-1689
Persistent link: https://www.econbiz.de/10014432750
Saved in:
5
Retail default prediction by using sequential minimal optimization technique
Hu, Yu-chiang
;
Ansell, Jake
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 651-666
Persistent link: https://www.econbiz.de/10003918197
Saved in:
6
Forecasting forward defaults with the discrete-time hazard model
Hwang, Ruey-ching
;
Chu, Chih-kang
- In:
Journal of forecasting
33
(
2014
)
2
,
pp. 108-123
Persistent link: https://www.econbiz.de/10010424865
Saved in:
7
EWT-SMOTE to improve default prediction performance in imbalanced data : analysis of Chinese data
Zhou, Ying
;
Lin, Xia
;
Chi, Guotai
;
Jin, Peng
;
Li, Mengtong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 615-643
Persistent link: https://www.econbiz.de/10014532372
Saved in:
8
The role of credit in predicting US recessions
Ponka, Harri
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 469-482
Persistent link: https://www.econbiz.de/10011860598
Saved in:
9
On assessing the relative performance of default predictions
Krämer, Walter
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 854-858
Persistent link: https://www.econbiz.de/10011860762
Saved in:
10
Enhancing credit risk prediction based on ensemble tree-based feature transformation and logistic regression
Liu, Jiaming
;
Liu, Jiajia
;
Wu, Chong
;
Wang, Shouyang
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 429-455
Persistent link: https://www.econbiz.de/10014475349
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