Forecasting recovery rates on non-performing loans with machine learning-Reference-Cited by-同舟云学术

Forecasting recovery rates on non-performing loans with machine learning

Published:2021-01 Issue:1 Volume:37 Page:428-444
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Bellotti Anthony,Brigo Damiano,Gambetti Paolo,Vrins Frédéric

Funder

Fonds de la Recherche Scientifique

Publisher

Elsevier BV

Subject

Business and International Management

Reference58 articles.

1. Visualizing the effects of predictor variables in black box supervised learning models;Apley,2016

2. Measuring economic policy uncertainty;Baker;Quarterly Journal of Economics,2016

3. Ensemble predictions of recovery rates;Bastos;Journal of Financial Services Research,2014

4. Bellotti, A., & Crook, J. (2007). Modelling and predicting loss given default for credit cards. In Credit scoring and credit control conference XI.

5. Loss given default models incorporating macroeconomic variables for credit cards;Bellotti;International Journal of Forecasting,2012

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