Benchmarking regression algorithms for loss given default modeling
Authors:
- Gert LotermanGLGert Loterman
- Iain BrownIBIain Brown
- David MartensDMDavid Martens
- Christophe MuesChristophe Mues
- Bart BaesensBBBart Baesens
- 1 January 2012
- journal article
- research article
- Published by Elsevier in International Journal of Forecasting
- Vol. 28 (1) , 161-170
Abstract
No abstract availableKeywords
Funding Information
- Flemish Research Fund
- Odysseus (B.0915.09)
- EPSRC
- SAS
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