Probability of default for lifetime credit loss for IFRS 9 using machine learning competing risks survival analysis models.
Cayan Atreio Portela Bárcena SaavedraJuliana Betini Fachini GomesEduardo Monteiro de Castro GomesHerbert KimuraPublished in: Expert Syst. Appl. (2024)
Keyphrases
- survival analysis
- machine learning
- predictive modeling
- regression model
- breast cancer
- model selection
- data mining
- natural language processing
- feature selection
- data analysis
- text classification
- decision making
- data mining methods
- artificial intelligence
- evolutionary computing
- learning algorithm
- probability distribution
- information extraction
- computational intelligence
- decision trees
- kaplan meier