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Default probability estimation via pair copula constructions.
Luciana Dalla Valle
Maria Elena De Giuli
Claudia Tarantola
Claudio Manelli
Published in:
Eur. J. Oper. Res. (2016)
Keyphrases
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probability estimation
decision trees
naive bayes
multi class classification
pairwise
classification trees
roc curve
receiver operating characteristic
gaussian processes
machine learning
information retrieval
feature selection
reinforcement learning