Modeling credit risk with a multi-stage hybrid model : an alternative statistical approach
Year of publication: |
2022
|
---|---|
Authors: | Uddin, Mohammad S. ; Chi, Guotai ; Janabi, Mazin A. M. al ; Habib, Tabassum ; Yuan, Kunpeng |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 7, p. 1386-1415
|
Subject: | credit risk | high dimensional | hybrid model | low dimensional | TreeNet® |
-
Financial credit risk evaluation model using machine learning-based approach
Jadwal, Pankaj Kumar, (2020)
-
On the study of reduced-form approach and hybrid model for the valuation of credit risk
Edogbanya, Olaronke Helen, (2015)
-
A closed-form extension to the Black-Cox model
Alfonsi, Aurélien, (2012)
- More ...
-
Uddin, Mohammad S., (2022)
-
Feature selection in credit risk modeling : an international evidence
Zhou, Ying, (2021)
-
Uddin, Mohammad S., (2020)
- More ...