Xu, Guangning; Deng, Geng; Wang, Xindong; Fu, Qiang - 2021
In mortgage default modeling, many of the key variables, such as loan age, FICO score, Debt-to-Income Ratio (DTI), and … Likelihood Estimator (QSC-MLE) technique that features an automatic spline knot selection to a mortgage default model. QSC-MLE is … effectively process large datasets, such as the mortgage loan data. In the model, the default event is defined as 120+ day …
