Machine Learning for Corporate Default Risk : Multi-Period Prediction, Frailty Correlation, Loan Portfolios, and Tail Probabilities
Year of publication: |
[2021]
|
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Authors: | Sigrist, Fabio ; Leuenberger, Nicola |
Publisher: |
[S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Korrelation | Correlation | Theorie | Theory | Künstliche Intelligenz | Artificial intelligence | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 8, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3938972 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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