An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market

Trevor Fitzpatrick, Christophe Mues. An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market. European Journal of Operational Research, 249(2):427-439, 2016. [doi]

Authors

Trevor Fitzpatrick

This author has not been identified. Look up 'Trevor Fitzpatrick' in Google

Christophe Mues

This author has not been identified. Look up 'Christophe Mues' in Google