A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults.
Andreas BlöchlingerMarkus LeippoldPublished in: Manag. Sci. (2011)
Keyphrases
- event detection
- short term
- credit scoring
- default reasoning
- default logic
- medium term
- credit risk
- exchange rate
- nonmonotonic reasoning
- support vector regression
- credit card
- long term
- event recognition
- news articles
- events occurring
- electricity consumption
- video event
- early warning
- autoregressive model
- financial time series
- forecasting model
- default theories
- knowledge representation