The new robust conic GPLM method with an application to finance: prediction of credit default (Q2392775)
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scientific article; zbMATH DE number 6194394
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| English | The new robust conic GPLM method with an application to finance: prediction of credit default |
scientific article; zbMATH DE number 6194394 |
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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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0.8904532
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0.83334994
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0.8328461
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0.8178596
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0.81196505
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0.8081986
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