Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008-2009
Vikram Ojha, JeongHoe Lee
| Year of publication: |
2021
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|---|---|
| Authors: | Ojha, Vikram ; Lee, JeongHoe |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 3.2021, 3/4, p. 249-271
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| Subject: | Machine learning | Deep learning | Ensemble machine learning (Voting) | Residential mortgage backed securities (RMBS) | Probability of default (PD) | Default coverage ratio and credit risk | Kreditrisiko | Credit risk | Hypothek | Mortgage | Künstliche Intelligenz | Artificial intelligence | Insolvenz | Insolvency | Asset-Backed Securities | Asset-backed securities | Prognoseverfahren | Forecasting model |
| Description of contents: | Description [doi.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-021-00036-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697966