CMARS and GAM \& CQP-modern optimization methods applied to international credit default prediction (Q555143)
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scientific article; zbMATH DE number 5930987
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| English | CMARS and GAM \& CQP-modern optimization methods applied to international credit default prediction |
scientific article; zbMATH DE number 5930987 |
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CMARS and GAM \& CQP-modern optimization methods applied to international credit default prediction (English)
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22 July 2011
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financial mathematics
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sovereign defaults
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emerging markets
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CART
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GAM
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logistic regression
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regularization
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MARS
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CMARS
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continuous optimization
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conic quadratic programming
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0.8021404147148132
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0.7602614164352417
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0.6914064884185791
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0.6905413866043091
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0.6883671879768372
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