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)
Related URLs:
Subjects: H Social Sciences > HG Finance
Divisions : University Structure - Pre August 2011 > School of Management
ePrint ID: 80370
Accepted Date and Publication Date:
Status
27 August 2009Delivered
Date Deposited: 24 Mar 2010
Last Modified: 31 Mar 2016 13:16
URI: http://eprints.soton.ac.uk/id/eprint/80370

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