Comparing lifetime estimates of probability of default for refinancing operations with survival analysis and ensemble methods-Reference-Cited by-同舟云学术

Comparing lifetime estimates of probability of default for refinancing operations with survival analysis and ensemble methods

Published:2024-01-02 Issue:1 Volume:10 Page:1-26
ISSN:2373-7484
Container-title:Communications in Statistics: Case Studies, Data Analysis and Applications
language:en
Short-container-title:Communications in Statistics: Case Studies, Data Analysis and Applications

Author:

Saavedra Cayan Atreio Portela Bárcena¹,da Costa João Paulo Vieira²,Diniz Frederico Barros³,Albuquerque Pedro Henrique Melo¹,Kimura Herbert¹

Affiliation:

1. Laboratory of Machine Learning for Finance and Organizations, Department of Management, University of Brasília, Brasilia, Brazil

2. Department of Computer Science, University of Brasília, Brasilia, Brazil

3. Warwick Business School - University of Warwick, Coventry, England

Publisher

Informa UK Limited

Link

Reference41 articles.

5. BCBS. 2005. “Studies on the Validation of Internal Rating Systems.” Working Paper No. 14. https://www.bis.org/publ/bcbs_wp14.pd

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