Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities (Q2103037)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities |
scientific article |
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Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities (English)
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12 December 2022
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risk analysis
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OR in banking
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bankruptcy modeling
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non-linear model
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mixed effects model
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