Using cutting-edge tree-based stochastic models to predict credit risk
Year of publication: |
June 2018
|
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Authors: | Halteh, Khaled ; Kumar, Kuldeep ; Gepp, Adrian |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 2, p. 1-13
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Subject: | credit risk | prediction | financial distress | insolvency risk | tree-based stochastic models | mining sector | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Finanzdienstleistung | Financial services | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020055 [DOI] hdl:10419/195847 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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