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 At 11th Credit Scoring and Credit Control Conference (CSCCXI), United Kingdom.

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Item Type: Conference or Workshop Item (Paper)
Venue - Dates: 11th Credit Scoring and Credit Control Conference (CSCCXI), United Kingdom, 2009-08-27
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ePrint ID: 80370
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Date Event
27 August 2009Published
Date Deposited: 24 Mar 2010
Last Modified: 18 Apr 2017 20:10
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/80370

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