Machine learning methods for short-term probability of default : a comparison of classification, regression and ranking methods
Year of publication: |
2022
|
---|---|
Authors: | Coenen, Lize ; Verbeke, Wouter ; Guns, Tias |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 1, p. 191-206
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Subject: | credit risk | learning-to-rank | Machine learning | probability of default | spot factoring | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Wahrscheinlichkeitsrechnung | Probability theory | Ranking-Verfahren | Ranking method | Insolvenz | Insolvency |
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