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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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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
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Spatial contagion in mortgage defaults : a spatial dynamic survival model with time and space varying coefficients
Calabrese, Raffaella; Crook, Jonathan N. - In: European journal of operational research : EJOR 287 (2020) 2, pp. 749-761
Persistent link: https://www.econbiz.de/10012293948
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A Bayesian approach to modeling mortgage default and prepayment
Bhattacharya, Arnab; Wilson, Simon P.; Soyer, Refik - In: European journal of operational research : EJOR 274 (2019) 3, pp. 1112-1124
Persistent link: https://www.econbiz.de/10011990305
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Extending business failure prediction models with textual website content using deep learning
Borchert, Philipp; Coussement, Kristof; Caigny, Arno de; … - In: European journal of operational research : EJOR 306 (2023) 1, pp. 348-357
Persistent link: https://www.econbiz.de/10014278009