Monotonicity and Heteroskedasticity in Machine Learning Models : An Application to Credit Risk
Year of publication: |
[2023]
|
---|---|
Authors: | García-Céspedes, Rubén ; Moreno, Manuel ; Segarra, Ignacio |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Heteroskedastizität | Heteroscedasticity | Künstliche Intelligenz | Artificial intelligence | Lernprozess | Learning process |
-
Bharodia, Nehalkumar, (2021)
-
Lahmiri, Salim, (2019)
-
Credit risk analysis using machine and deep learning models
Addo, Peter Martey, (2018)
- More ...
-
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén, (2014)
-
An approximate multi-period Vasicek credit risk model
García-Céspedes, Rubén, (2017)
-
Random LGD adjustments in the Vasicek credit risk model
García-Céspedes, Rubén, (2020)
- More ...