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~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Crook, Jonathan N."
~subject:"Forecasting model"
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Crook, Jonathan N.
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Support vector regression for loss given default modelling
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
240
(
2015
)
2
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pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
277
(
2019
)
1
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pp. 366-376
Persistent link: https://www.econbiz.de/10012015040
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Enhancing two-stage modelling methodology for loss given default with support vector machines
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 679-689
Persistent link: https://www.econbiz.de/10011794025
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