Modelling LGD for unsecured retail loans using Bayesian methods.

Katarzyna Bijak Lyn C. Thomas

Published in: J. Oper. Res. Soc. (2015)

Keyphrases

bayesian methods
data conversion
bayesian framework
model selection
gaussian processes
hyperparameters
bayesian models
databases
machine learning
decision trees
learning algorithm
database systems
sliding window