Understanding corporate default using Random Forest : the role of accounting and market information
Alessandro Bitetto, Stefano Filomeni, Michele Modina
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Bitetto, Alessandro ; Filomeni, Stefano ; Modina, Michele |
| Publisher: |
Pavia : Università di Pavia, Department of Economics and Management |
| Subject: | Default Risk | Distance to Default | Machine Learning | Merton model | SME | PD | SHAP | Autoencoder | Random Forest | XAI | Kreditrisiko | Credit risk | Insolvenz | Insolvency | KMU | Forstwirtschaft | Forestry |
freely available
| Extent: | 1 Online-Ressource (circa 51 Seiten) Illustrationen |
|---|---|
| Series: | DEM working paper series. - [Pavia] : [Università di Pavia, Dipartimento di scienze economiche e aziendali], ISSN 2281-1346, ZDB-ID 3013041-4. - Vol. # 205 (10-21) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887215