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~subject:"Kreditrisiko"
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Kreditrisiko
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hybrid model
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Ballestra, Luca Vincenzo
2
Pacelli, Graziella
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Alfonsi, Aurélien
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Bellalah, Mondher
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Jadwal, Pankaj Kumar
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Lelong, Jérôme
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ECONIS (ZBW)
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1
The lending risk predicting of the folk informal financial organization from big data using the deep learning
hybrid
model
Shi, Tao
;
Li, Chongyang
;
Wanyan, Hong
;
Xu, Ying
;
Zhang, Wei
- In:
Finance research letters
50
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014239950
Saved in:
2
Modeling CDS spreads : a comparison of some hybrid approaches
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
;
Radi, Davide
- In:
Journal of empirical finance
57
(
2020
),
pp. 107-124
Persistent link: https://www.econbiz.de/10012430444
Saved in:
3
Financial credit risk evaluation model using machine learning-based approach
Jadwal, Pankaj Kumar
;
Jain, Sonal
;
Agarwal, Basant
- In:
World review of entrepreneurship, management and …
16
(
2020
)
6
,
pp. 576-589
Persistent link: https://www.econbiz.de/10012319049
Saved in:
4
The performance of hybrid models in the assessment of default risk
Bellalah, Mondher
;
Zouari, Sami
;
Levyne, Olivier
- In:
Economic modelling
52
(
2016
),
pp. 259-265
Persistent link: https://www.econbiz.de/10011645652
Saved in:
5
Valuing risky debt : a new model combining structural information with the reduced-form approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 261-271
Persistent link: https://www.econbiz.de/10010366168
Saved in:
6
A closed-form extension to the Black-Cox model
Alfonsi, Aurélien
;
Lelong, Jérôme
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009706338
Saved in:
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