Non-parametric methods for credit risk analysis neural networks and recursive partitioning techniques
Gespeichert in:
Veröffentlicht in: | Advances in credit risk modelling and corporate bankruptcy prediction |
---|---|
1. Verfasser: | |
Format: | UnknownFormat |
Sprache: | eng |
Veröffentlicht: |
2008
|
Schlagworte: | |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Titel | Jahr | Verfasser |
---|---|---|
A statistical model for credit scoring | 2008 | Greene, William |
Survival analysis and omitted dividends | 2008 | LeClere, Marc J. |
Non-parametric methods for credit risk analysis : neural networks and recursive partitioning techniques | 2008 | Peat, Maurice |
A belief-function perspective to credit risk assessments | 2008 | Srivastava, Rajendra P. |
An evaluation of open- and closed-form distress prediction models : the nested logit and latent class models | 2008 | Jones, Stewart |
Bankruptcy prediction and structural credit risk models | 2008 | Charitou, Andreas |
Default recovery rates and LGD in credit risk modeling and practice : an updated review of the literature and empirical evidence | 2008 | Altman, Edward I. |
Mixed logit and error component models of corporate insolvency and bankruptcy risk | 2008 | Hensher, David A. |
Credit derivatives : current practices and controversies | 2008 | Jones, Stewart |
Local government distress in Australia : a latent class regression analysis | 2008 | Jones, Stewart |