Credit spread approximation and improvement using random forest regression (Q1735198): Difference between revisions
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Revision as of 09:48, 28 February 2024
scientific article
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English | Credit spread approximation and improvement using random forest regression |
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Credit spread approximation and improvement using random forest regression (English)
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28 March 2019
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risk analysis
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finance
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structural model
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random forests
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credit default swaps
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