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Modelling credit card exposure at default using vine copula quantile regression.
Suttisak Wattanawongwan
Christophe Mues
Ramin Okhrati
Taufiq Choudhry
Mee Chi So
Published in:
Eur. J. Oper. Res. (2023)
Keyphrases
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credit card
quantile regression
cross validated
least squares
payment scheme
fraud detection
cross validation
response variable
bayesian networks
sensitive information
multiple criteria linear programming
machine learning
data warehouse
regression model
outlier detection
joint distribution