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Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods.
Lize Coenen
Wouter Verbeke
Tias Guns
Published in:
J. Oper. Res. Soc. (2022)
Keyphrases
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short term
long term
accurate classification
cross validation
linear regression
classification accuracy
classification method
machine learning
feature selection
support vector
support vector machine svm
regression method
classification and regression problems