Episcopos, Athanasios; Pericli, Andreas; Hu, Jianxun - In: The Journal of Real Estate Finance and Economics 17 (1998) 2, pp. 163-78
This article explores the use of artificial neural networks in the modeling of foreclosure of commercial mortgages. The study employs a large set of individual loan histories previously used in the literature of proportional hazard models on loan default. Radial basis function networks are...