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pro vyhledávání: '"Korangi, Kamesh"'
Whereas traditional credit scoring tends to employ only individual borrower- or loan-level predictors, it has been acknowledged for some time that connections between borrowers may result in default risk propagating over a network. In this paper, we
Externí odkaz:
http://arxiv.org/abs/2402.00299
Publikováno v:
European Journal of Operational Research, 308, 306-320 (2023)
In this paper, we study mid-cap companies, i.e. publicly traded companies with less than US $10 billion in market capitalisation. Using a large dataset of US mid-cap companies observed over 30 years, we look to predict the default probability term st
Externí odkaz:
http://arxiv.org/abs/2111.09902
Publikováno v:
In European Journal of Operational Research 1 July 2023 308(1):306-320