Benchmarking state-of-the-art regression algorithms for loss given default modelling
Loterman, G., Brown, I., Martens, D., Mues, C. and Baesens, B. (2009) Benchmarking state-of-the-art regression algorithms for loss given default modelling. In, 11th Credit Scoring and Credit Control Conference (CSCCXI), Edinburgh, UK,
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| Item Type: | Conference or Workshop Item (Paper) |
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| Related URLs: | |
| Subjects: | H Social Sciences > HG Finance |
| Divisions: | University Structure - Pre August 2011 > School of Management |
| Item ID: | 80370 |
| Date Deposited: | 24 Mar 2010 |
| Last Modified: | 02 Mar 2012 11:23 |
| Contributors: | Loterman, G. (Author) Brown, I. (Author) Martens, D. (Author) Mues, C. (Author) Baesens, B. (Author) |
| Date: | 27 August 2009 |
| Status: | Unpublished |
| URI: | http://eprints.soton.ac.uk/id/eprint/80370 |
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