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Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state.
Ellen Tobback
David Martens
Tony Van Gestel
Bart Baesens
Published in:
J. Oper. Res. Soc. (2014)
Keyphrases
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data sets
neural network
information retrieval
case study
prior knowledge
long term
state space
model selection
complex systems
historical data
forecast models