Random survival forests models for SME credit risk measurement
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Cites work
- scientific article; zbMATH DE number 1247156 (Why is no real title available?)
- scientific article; zbMATH DE number 1332320 (Why is no real title available?)
- Bankruptcy Prediction with Industry Effects
- Classifier technology and the illusion of progress
- Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach
- Defining attributes for scorecard construction in credit scoring
- Early warning systems for sovereign debt crises: The role of heterogeneity
- Estimating the dimension of a model
- Model Selection: An Integral Part of Inference
- ROC curve estimation and hypothesis testing: Applications to breast cancer detection
- Statistical significance tests for binormal ROC curves
- The area above the ordinal dominance graph and the area below the receiver operating characteristic graph
- The elements of statistical learning. Data mining, inference, and prediction
- Variable importance in binary regression trees and forests
Cited in
(13)- Discrete-time survival forests with Hellinger distance decision trees
- Bayesian credit ratings: a random forest alternative approach
- Predicting SME's default: are their websites informative?
- Cost-Sensitive Extensions for Global Model Trees: Application in Loan Charge-Off Forecasting
- A note on random forest as the future credit scoring model
- Parametric and non-parametric combination model to enhance overall performance on default prediction
- Modelling small and medium enterprise loan defaults as rare events: the generalized extreme value regression model
- Spline based survival model for credit risk modeling
- Random effects logistic regression model for default prediction of technology credit guarantee fund
- Forecasting SMEs' credit risk in supply chain finance with a sampling strategy based on machine learning techniques
- The development of a simple and intuitive rating system under Solvency II
- Credit default discrimination model based on double stratified sampling
- Advanced modeling default risk for innovative SMEs: based on the Lasso method
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