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Algorithms for multiclass classification and regularized regression

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Estimating distance-to-defauIt with a sector-specific liability adjustment via sequential Monte Carlo

Duan, Jin-Chuan; Wang, W.-T. - In: Applied quantitative finance, (pp. 73-91). 2017

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Estimating short-term default probabilities conditional to economic conditions : applications of regularisation approach and economic adjustment coefficients

Siti Aisyah Mustafa; Safwan Mohd Nor; Zairihan Abdul Halim - In: Business systems research : a system view accross … 16 (2025) 1, pp. 178-197

using inputs from rating transitions. Methods/Approach: The estimation is based on a Markov chain framework and the …: First, practitioners can measure forward- looking bond exposure across different tenure buckets using the estimation …

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Comparison of credit scoring models on probability of default estimation for US banks

Gurný, Petr; Gurný, Martin - In: Prague economic papers : a bimonthly journal of … 22 (2013) 2, pp. 163-181

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Benchmarking collateral of triple-a rated securities

Sarmiento, Camilo - In: Applied economics letters 27 (2020) 7, pp. 555-558

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Modern prediction methods : new perspectives on a common problem

Putka, Dan J.; Beatty, Adam S.; Reeder, Matthew C. - In: Organizational research methods : ORM 21 (2018) 3, pp. 689-732

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Statistical modeling for credit ratings

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Composite likelihood for stochastic migration model with unobserved factor

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Estimating bank default with generalised extreme value regression models

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