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A survey of machine learning in credit risk
Breeden, Joseph L. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 1-62
Persistent link: https://www.econbiz.de/10012816867
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Current expected credit loss procyclicality : it depends on the model
Breeden, Joseph L.; Vaskouski, Maxim - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10012298972
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Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh; Baesens, Bart; Vanpée, Rosanne - In: The journal of credit risk : published quarterly by … 19 (2023) 1, pp. 105-154
Persistent link: https://www.econbiz.de/10014488699