An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market (Q320966)
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scientific article; zbMATH DE number 6635786
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| English | An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market |
scientific article; zbMATH DE number 6635786 |
Statements
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market (English)
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7 October 2016
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boosting
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random forests
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semi-parametric models
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mortgages
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credit scoring
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0.7989232540130615
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0.7710451483726501
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0.7667748332023621
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0.7553322315216064
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0.7315710783004761
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