The Bayesian Additive Classification Tree applied to credit risk modelling-Reference-Cited by-同舟云学术

The Bayesian Additive Classification Tree applied to credit risk modelling

Published:2010-05 Issue:5 Volume:54 Page:1197-1205
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Zhang Junni L.,Härdle Wolfgang K.

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference22 articles.

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5. Chen, S., Härdle, W.K., Moro, R.A., 2009. Modeling default risk with support vector machines. Quantitative Finance (in press)

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