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calculated by clustering credit borrowers into different buckets and computing the mean PD for each bucket. The clustering … proposed, which exploits the inherent discrete nature of the clustering problem. This algorithm is found to outperform … considering several clustering objectives for a given number of buckets, we extend the analysis further by introducing new methods …
Persistent link: https://www.econbiz.de/10008460561
strategies and their application to portfolio selection, model estimation, model selection and financial clustering. …
Persistent link: https://www.econbiz.de/10008642860