Ensemble predictions of recovery rates
Year of publication: |
2013-03
|
---|---|
Authors: | Bastos, Joao A. |
Institutions: | Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG) |
Subject: | Recovery rate | Loss given default | Forecasting | Ensemble learning | Credit risk |
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