Opening the black box : quantile neural networks for loss given default prediction
Year of publication: |
2022
|
---|---|
Authors: | Kellner, Ralf ; Nagl, Maximilian ; Rösch, Daniel |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 134.2022, p. 1-20
|
Subject: | Black box | Explainable machine learning | Global credit data | Neural networks | Quantile regression | Neuronale Netze | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Regressionsanalyse | Regression analysis | Künstliche Intelligenz | Artificial intelligence | Kreditwürdigkeit | Credit rating |
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