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Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state.

Ellen TobbackDavid MartensTony Van GestelBart Baesens
Published in: J. Oper. Res. Soc. (2014)
Keyphrases
  • data sets
  • neural network
  • information retrieval
  • case study
  • prior knowledge
  • long term
  • state space
  • model selection
  • complex systems
  • historical data
  • forecast models