Seitshiro, Modisane B.; Mashele, Hopolang P. - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-20
The purpose of this study is to assess model risk with respect to parameter estimation for a simple binary logistic … parameter estimation methods. The results from the historical credit dataset of a certain financial institution confirmed that … using several optimization methods to address parameter estimation risk for predictive models is substantial. This is the …