"Machine learning for corporate default risk: Multi-period prediction, ..."

Fabio Sigrist, Nicola Leuenberger (2023)

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DOI: 10.1016/J.EJOR.2022.06.035

access: open

type: Journal Article

metadata version: 2023-01-15

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Fabio Sigrist, Nicola Leuenberger:
Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities. Eur. J. Oper. Res. 305(3): 1390-1406 (2023)

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