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An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 249 (2016) 2, pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
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Predicting loss given default (LGD) for residential mortgage loans : a two-stage model and empirical evidence for UK bank data
Leow, Mindy; Mues, Christophe - In: International journal of forecasting 28 (2012) 1, pp. 183-195
Persistent link: https://www.econbiz.de/10009581989
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A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh; Mues, Christophe; Bravo, Cristián - In: European journal of operational research : EJOR 308 (2023) 1, pp. 306-320
Persistent link: https://www.econbiz.de/10014283041