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"Machine learning methods for short-term probability of default: A ..."
Lize Coenen, Wouter Verbeke, Tias Guns (2022)
- Lize Coenen, Wouter Verbeke, Tias Guns:
Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods. J. Oper. Res. Soc. 73(1): 191-206 (2022)
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