The new robust conic GPLM method with an application to finance: prediction of credit default (Q2392775)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The new robust conic GPLM method with an application to finance: prediction of credit default |
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The new robust conic GPLM method with an application to finance: prediction of credit default (English)
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2 August 2013
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predicting default probabilities
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uncertainty
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robust optimization
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RCMARS
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robust conic generalized partial linear model
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