Benchmarking regression algorithms for loss given default modeling
| Year of publication: |
2012
|
|---|---|
| Authors: | Loterman, Gert ; Brown, Iain ; Martens, David ; Mues, Christophe ; Baesens, Bart |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 1, p. 161-171
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