Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Yufei Xia, Junhao Zhao, Lingyun He, Yinguo Li, Xiaoli Yang
| Year of publication: |
2021
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|---|---|
| Authors: | Xia, Yufei ; Zhao, Junhao ; He, Lingyun ; Li, Yinguo ; Yang, Xiaolin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1590-1613
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| Subject: | Fintech | Heterogeneous ensemble model | Loss given default | Peer-to-peer lending | Regression | Stacking | Kreditrisiko | Credit risk | Kreditgeschäft | Bank lending | Prognoseverfahren | Forecasting model | Basler Akkord | Basel Accord | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013274339