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A hybrid model for credit risk assessment : empirical validation by real-world credit data
Chi, Guotai; Uddin, Mohammad S.; Habib, Tabassum; Zhou, Ying - In: The journal of risk model validation 14 (2020) 4, pp. 1-39
Persistent link: https://www.econbiz.de/10014336032
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The effect of introducing economic variables into credit scorecards : an example from invoice discounting
Zhang, Jie; Thomas, Lyn C. - In: The journal of risk model validation 9 (2015) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10010516718
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Quantification of the estimation risk inherent in loss distribution approach models
Panman, Kevin; Biljon, L. van; Haasbroek, L. J.; … - In: The journal of risk model validation 13 (2019) 4, pp. 17-41
Persistent link: https://www.econbiz.de/10012373158
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An advanced hybrid classification technique for credit risk evaluation
Wu, Chong; Gao, Dekun; Ma, Qianqun; Wang, Qi; Lu, Yu - In: The journal of risk model validation 13 (2019) 3, pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
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Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks
Caprioli, Sergio; Cagliero, Emanuele; Crupi, Riccardo - In: The journal of risk model validation 18 (2024) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10014556697
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Value-at-risk in the European energy market : a comparison of parametric, historical simulation and quantile regression value-at-risk
Westgaard, Sjur; Arhus, Gisle Hoel; Frydenberg, Marina; … - In: The journal of risk model validation 13 (2019) 4, pp. 43-69
Persistent link: https://www.econbiz.de/10012373160
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The usefulness of inaccurate models : financial risk management "in the wild"
Millo, Yuval; MacKenzie, Donald A. - In: The journal of risk model validation 3 (2009/10) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10003848866
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Downside risk measure performance in the presence of breaks in volatility
Rohde, Johannes - In: The journal of risk model validation 9 (2015) 4, pp. 31-68
Persistent link: https://www.econbiz.de/10011449971
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Predicting financial distress of Chinese listed companies using a novel hybrid model framework with an imbalanced-data perspective
Zhang, Tong; Zhao, Zhichong - In: The journal of risk model validation 16 (2022) 1, pp. 23-52
Persistent link: https://www.econbiz.de/10014540541
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Expected shortfall model based on a neural network
Doncic, Sanja; Pantic, Nemanja; Lakićević, Marija - In: The journal of risk model validation 16 (2022) 2, pp. 63-83
Persistent link: https://www.econbiz.de/10014540573