Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods

Lize Coenen, Wouter Verbeke, Tias Guns. Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods. JORS, 73(1):191-206, 2022. [doi]

Authors

Lize Coenen

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Wouter Verbeke

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Tias Guns

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