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Benchmarking state-of-the-art regression algorithms for loss given default modelling

Benchmarking state-of-the-art regression algorithms for loss given default modelling
Benchmarking state-of-the-art regression algorithms for loss given default modelling
Loterman, G.
87bb0c85-8b43-49bf-92d7-4d894d4bb3aa
Brown, I.
13b13988-789f-40e2-a2d8-8f326f68eedd
Martens, D.
cda8c1d8-591a-402b-a8c4-800a02979bd7
Mues, C.
07438e46-bad6-48ba-8f56-f945bc2ff934
Baesens, B.
f7c6496b-aa7f-4026-8616-ca61d9e216f0
Loterman, G.
87bb0c85-8b43-49bf-92d7-4d894d4bb3aa
Brown, I.
13b13988-789f-40e2-a2d8-8f326f68eedd
Martens, D.
cda8c1d8-591a-402b-a8c4-800a02979bd7
Mues, C.
07438e46-bad6-48ba-8f56-f945bc2ff934
Baesens, B.
f7c6496b-aa7f-4026-8616-ca61d9e216f0

Loterman, G., Brown, I., Martens, D., Mues, C. and Baesens, B. (2009) Benchmarking state-of-the-art regression algorithms for loss given default modelling. 11th Credit Scoring and Credit Control Conference (CSCCXI), Edinburgh, United Kingdom.

Record type: Conference or Workshop Item (Paper)

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More information

Published date: 27 August 2009
Venue - Dates: 11th Credit Scoring and Credit Control Conference (CSCCXI), Edinburgh, United Kingdom, 2009-08-26

Identifiers

Local EPrints ID: 80370
URI: http://eprints.soton.ac.uk/id/eprint/80370
PURE UUID: 2b386e99-7e81-4bc1-a110-cf77817005a4
ORCID for C. Mues: ORCID iD orcid.org/0000-0002-6289-5490
ORCID for B. Baesens: ORCID iD orcid.org/0000-0002-5831-5668

Catalogue record

Date deposited: 24 Mar 2010
Last modified: 08 Apr 2022 01:38

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Contributors

Author: G. Loterman
Author: I. Brown
Author: D. Martens
Author: C. Mues ORCID iD
Author: B. Baesens ORCID iD

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