Predicting loss given default in leasing : a closer look at models and variable selection
Year of publication: |
2020
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Authors: | Kaposty, Florian ; Kriebel, Johannes Maximilian ; Löderbusch, Matthias |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 2, p. 248-266
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Subject: | Loss given default | Forecasting | Variable selection methods | Leasing | Machine learning | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Künstliche Intelligenz | Artificial intelligence | Insolvenz | Insolvency | Modellierung | Scientific modelling | Theorie | Theory |
Description of contents: | Description [doi.org] |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1319-1320 |
Other identifiers: | 10.1016/j.ijforecast.2019.05.009 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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