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Benchmarking state-of-the-art classification algorithms for credit scoring : an update of research
Lessmann, Stefan; Baesens, Bart; Seow, Hsin-Vonn; … - In: European journal of operational research : EJOR 247 (2015) 1, pp. 124-136
Persistent link: https://www.econbiz.de/10011347117
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Validation of stress testing models
Breeden, Joseph L. - In: The analytics of risk model validation, (pp. 13-25). 2008
Persistent link: https://www.econbiz.de/10003868666
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A mean-reverting scenario design model to create lifetime forecasts and volatility assessment for retail loans
Breeden, Joseph L.; Liang, Sisi - In: The journal of risk model validation 9 (2015) 4, pp. 19-30
Persistent link: https://www.econbiz.de/10011449970
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Incorporating lifecycle and environment in loan-level forecasts and stress tests
Breeden, Joseph L. - In: European journal of operational research : EJOR 255 (2016) 2, pp. 649-658
Persistent link: https://www.econbiz.de/10011532227
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Quantifying model selection risk in macroeconomic sensitivity models
Breeden, Joseph L.; Dobrinov, Nikolay - In: The journal of risk model validation 16 (2022) 3, pp. 55-71
Persistent link: https://www.econbiz.de/10014540599