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Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios.

Raquel Flórez LópezJuan Manuel Ramon-Jeronimo
Published in: J. Oper. Res. Soc. (2014)
Keyphrases
  • data analysis
  • data sources
  • training data
  • original data
  • multi class
  • logistic regression
  • data mining methods
  • credit risk