Intertemporal defaulted bond recoveries prediction via machine learning.
Abdolreza NazemiFriedrich BaumannFrank J. FabozziPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- machine learning
- prediction accuracy
- machine learning methods
- decision trees
- active learning
- databases
- explanation based learning
- learning systems
- statistical learning
- real time
- machine learning and statistical
- predictive modeling
- knowledge acquisition
- text classification
- image quality
- information extraction
- natural language
- pattern recognition
- artificial intelligence
- learning algorithm
- data sets
- database
- support vector machine
- knowledge representation
- natural language processing
- computer science
- case study
- prediction error
- data mining
- machine learning approaches
- real world