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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
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Deep learning meets decision trees : an application of a heterogeneous deep forest approach in credit scoring for online consumer lending
Xia, Yufei; Guo, Xinyi; Li, Yinguo; He, Lingyun; Chen, … - In: Journal of forecasting 41 (2022) 8, pp. 1669-1690
Persistent link: https://www.econbiz.de/10013465738
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A novel credit rating migration modeling approach using macroeconomic indicators
Berteloot, Koen; Verbeke, Wouter; Castermans, Gerd; Van … - In: Journal of forecasting 32 (2013) 7, pp. 654-672
Persistent link: https://www.econbiz.de/10010202164
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Forecasting UK industrial production over the business cycle
Simpson, Paul W.; Osborn, Denise R.; Sensier, Marianne - In: Journal of forecasting 20 (2001) 6, pp. 405-424
Persistent link: https://www.econbiz.de/10001611474
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Modeling credit risk with a multi-stage hybrid model : an alternative statistical approach
Uddin, Mohammad S.; Chi, Guotai; Al Janabi, Mazin A. M.; … - In: Journal of forecasting 41 (2022) 7, pp. 1386-1415
Persistent link: https://www.econbiz.de/10013465701
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Modeling uncertainty in financial tail risk : a forecast combination and weighted quantile approach
Storti, Giuseppe; Wang, Chao - In: Journal of forecasting 42 (2023) 7, pp. 1648-1663
Persistent link: https://www.econbiz.de/10014432743
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Combining forecasts based on multiple encompassing tests in a macroeconomic core system
Costantini, Mauro; Kunst, Robert M. - In: Journal of forecasting 30 (2011) 6, pp. 579-596
Persistent link: https://www.econbiz.de/10009354698
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Nelson-Siegel, Affine and Quadratic Yield Curve specifications : which one is better at forecasting?
Nyholm, Ken; Vidova-Koleva, Rositsa - In: Journal of forecasting 31 (2012) 6, pp. 540-564
Persistent link: https://www.econbiz.de/10009661521
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Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Exterkate, Peter; Dijk, Dick van; Heij, Christiaan; … - In: Journal of forecasting 32 (2013) 3, pp. 193-214
Persistent link: https://www.econbiz.de/10009758656
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Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models : a quantile autoregression approach
De Rezende, Rafael B.; Ferreira, Mauro S. - In: Journal of forecasting 32 (2013) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10009758689