Corporate default prediction model averaging: A normative linear pooling approach

S Figini, R Savona, M Vezzoli - Intelligent Systems in …, 2016 - Wiley Online Library
Focusing on credit risk modelling, this paper introduces a novel approach for ensemble
modelling based on a normative linear pooling. Models are first classified as dominant and …
被引用次数：25 相关文章

Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach

S Figini, R Savona, M Vezzoli - Intelligent Systems in Accounting, Finance …, 2016 - infona.pl
Focusing on credit risk modelling, this paper introduces a novel approach for ensemble
modelling based on a normative linear pooling. Models are first classified as dominant and …

Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach

S Figini, R Savona, M Vezzoli - … of Intelligent Systems in Accounting and …, 2016 - dl.acm.org
Focusing on credit risk modelling, this paper introduces a novel approach for ensemble
modelling based on a normative linear pooling. Models are first classified as dominant and …

Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach

S Figini, R Savona, M Vezzoli - INTELLIGENT SYSTEMS IN …, 2016 - iris.unibs.it
Focusing on credit risk modelling, this paper introduces a novel approach for ensemble
modelling based on a nor-mative linear pooling. Models are first classified as dominant and …

Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach

S Figini, R Savona, M Vezzoli - Intelligent Systems in …, 2016 - econpapers.repec.org
Focusing on credit risk modelling, this paper introduces a novel approach for ensemble
modelling based on a normative linear pooling. Models are first classified as dominant and …

Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach

S Figini, R Savona, M Vezzoli - Intelligent Systems in Accounting …, 2016 - ideas.repec.org
Focusing on credit risk modelling, this paper introduces a novel approach for ensemble
modelling based on a normative linear pooling. Models are first classified as dominant and …

[引用][C] Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach

S Figini - INTELLIGENT SYSTEMS IN ACCOUNTING, FINANCE …, 2016 - iris.unipv.it
Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach IRIS
IRIS Home Sfoglia Macrotipologie & tipologie Autore Titolo Riviste Serie IT Italiano Italiano …

Corporate default prediction model averaging:: A normative linear pooling approach

S Figini, R Savona, M Vezzoli - Intelligent systems in accounting …, 2016 - dialnet.unirioja.es
Focusing on credit risk modelling, this paper introduces a novel approach for ensemble
modelling based on a normative linear pooling. Models are first classified as dominant and …