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Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach.

Silvia FiginiRoberto SavonaMarika Vezzoli
Published in: Intell. Syst. Account. Finance Manag. (2016)
Keyphrases
  • model averaging
  • bayesian methods
  • closed form
  • prior information
  • posterior distribution
  • supervised classification