An alternative statistical framework for credit default prediction
Year of publication: |
2020
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Authors: | Uddin, Mohammad S. ; Chi, Guotai ; Habib, Tabassum ; Zhou, Ying |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 14.2020, 2, p. 65-101
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Subject: | credit default risk prediction model | gradient-boosting model | statistical methods | artificial intelligence (AI) | high-dimensional data | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Künstliche Intelligenz | Artificial intelligence | Statistische Methode | Statistical method | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating |
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