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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2014
Persistent link: https://www.econbiz.de/10010239892
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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, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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Inflation forecasts : are marketbased and survey-based measures informative?
Altavilla, Carlo; Carboni, Giacomo; Motto, Roberto - 2015
Persistent link: https://www.econbiz.de/10011448474
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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