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Multi-view locally weighted regression for loss given default forecasting
Cheng, Hui; Jiang, Cuiqing; Wang, Zhao; Ni, Xiaoya - In: International journal of forecasting 41 (2025) 1, pp. 290-306
Persistent link: https://www.econbiz.de/10015440315
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Credit scoring model for fintech lending : an integration of large language models and FocalPoly loss
Xia, Yufei; Han, Zhiyin; Li, Yawen; He, Lingyun - In: International journal of forecasting 41 (2025) 3, pp. 894-919
Persistent link: https://www.econbiz.de/10015441507
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Predicting LGD distributions with mixed continuous and discrete ordinal outcomes
Hwang, Ruey-Ching; Chu, Chih-Kang; Yu, Kaizhi - In: International journal of forecasting 36 (2020) 3, pp. 1003-1022
Persistent link: https://www.econbiz.de/10012497162
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Predicting default risk under asymmetric binary link functions
Dendramis, Yiannis; Tzavalis, Elias; Varthalitis, Petros; … - In: International journal of forecasting 36 (2020) 3, pp. 1039-1056
Persistent link: https://www.econbiz.de/10012497704
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Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer; Kellner, Ralf; Rösch, Daniel - In: International journal of forecasting 36 (2020) 3, pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
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Forecasting recovery rates on non-performing loans with machine learning
Bellotti, Anthony; Brigo, Damiano; Gambetti, Paolo; … - In: International journal of forecasting 37 (2021) 1, pp. 428-444
Persistent link: https://www.econbiz.de/10012693089
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Special section : credit risk modelling
Li, Z. (ed.); Andreeva, G. (ed.); Bellotti, T. (ed.) - 2022
Persistent link: https://www.econbiz.de/10013366894
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Editorial: special section on credit risk modelling
Li, Zhiyong; Andreeva, Galina; Bellotti, Tony - In: International journal of forecasting 38 (2022) 3, pp. 1051-1053
Persistent link: https://www.econbiz.de/10013349640
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Forecasting corporate default risk in China
Zhang, Xuan; Zhao, Yang; Yao, Xiao - In: International journal of forecasting 38 (2022) 3, pp. 1054-1070
Persistent link: https://www.econbiz.de/10013349641
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Spatial dependence in microfinance credit default
Medina-Olivares, Victor; Calabrese, Raffaella; Dong, Yizhe - In: International journal of forecasting 38 (2022) 3, pp. 1071-1085
Persistent link: https://www.econbiz.de/10013349642