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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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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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Forecasting loss given default for peer-to-peer loans via heterogeneous stacking ensemble approach
Xia, Yufei; Zhao, Junhao; He, Lingyun; Li, Yinguo; … - In: International journal of forecasting 37 (2021) 4, pp. 1590-1613
Persistent link: https://www.econbiz.de/10013274339
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Forecasting loss given default of bank loans with multi-stage model
Tanoue, Yuta; Kawada, Akihiro; Yamashita, Satoshi - In: International journal of forecasting 33 (2017) 2, pp. 513-522
Persistent link: https://www.econbiz.de/10011922923
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Combining multiple probability predictions using a simple logit model
Satopää, Ville A.; Baron, Jonathan; Foster, Dean P.; … - In: International journal of forecasting 30 (2014) 2, pp. 344-356
Persistent link: https://www.econbiz.de/10010510904
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Using a nested logit model to forecast television ratings
Danaher, Peter J.; Dagger, Tracey - In: International journal of forecasting 28 (2012) 3, pp. 607-622
Persistent link: https://www.econbiz.de/10009659899
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A zero-adjusted gamma model for mortgage loan loss given default
Tong, Edward N. C.; Mues, Christophe; Thomas, Lyn C. - In: International journal of forecasting 29 (2013) 4, pp. 548-562
Persistent link: https://www.econbiz.de/10010212473
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Forecasting and analyzing insurance companies' ratings
Van Gestel, Tony (contributor) - In: International journal of forecasting 23 (2007) 3, pp. 513-529
Persistent link: https://www.econbiz.de/10003568065
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The predictive accuracy of credit ratings : measurement and statistical inference
Orth, Walter - In: International journal of forecasting 28 (2012) 1, pp. 288-296
Persistent link: https://www.econbiz.de/10009581936
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Predicting loss given default (LGD) for residential mortgage loans : a two-stage model and empirical evidence for UK bank data
Leow, Mindy; Mues, Christophe - In: International journal of forecasting 28 (2012) 1, pp. 183-195
Persistent link: https://www.econbiz.de/10009581989