Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Sullivan Hué"'
In credit scoring, machine learning models are known to outperform standard parametric models. As they condition access to credit, banking supervisors and internal model validation teams need to monitor their predictive performance and to identify th
Externí odkaz:
http://arxiv.org/abs/2212.05866
Publikováno v:
European Journal of Operational Research
European Journal of Operational Research, Elsevier, 2022, 297 (3), pp.1178-1192. ⟨10.1016/j.ejor.2021.06.053⟩
European Journal of Operational Research, Elsevier, 2022, 297 (3), pp.1178-1192
European Journal of Operational Research, Elsevier, 2022, 297 (3), pp.1178-1192. ⟨10.1016/j.ejor.2021.06.053⟩
European Journal of Operational Research, Elsevier, 2022, 297 (3), pp.1178-1192
In the context of credit scoring, ensemble methods based on decision trees, such as the random forest method, provide better classification performance than standard logistic regression models. However, logistic regression remains the benchmark in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::11f6dc00fb61cce05fae24fcca625035
https://doi.org/10.1016/j.ejor.2021.06.053
https://doi.org/10.1016/j.ejor.2021.06.053
Autor:
Jérémy Leymarie, Sullivan Hué
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b297a5cea690646698203f258284f4e7
https://doi.org/10.2139/ssrn.4074763
https://doi.org/10.2139/ssrn.4074763
Publikováno v:
Journal of Economic Dynamics and Control
Journal of Economic Dynamics and Control, Elsevier, 2019, 100, pp.86-114. ⟨10.1016/j.jedc.2018.12.001⟩
Journal of Economic Dynamics and Control, Elsevier, 2019, 100, pp.86-114. ⟨10.1016/j.jedc.2018.12.001⟩
Granger-causality measures of interconnectedness between financial institutions are useful indicators of systemic risk (Billio et al., 2012) [Journal of Financial Economics], as they help in evaluating how far the distress of one institution is disse
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::df94a57177979085f4c550c8c4b98b9f
https://doi.org/10.1016/j.jedc.2018.12.001
https://doi.org/10.1016/j.jedc.2018.12.001
In the context of credit scoring, ensemble methods based on decision trees, such as the random forest method, provide better classification performance than standard logistic regression models. However, logistic regression remains the benchmark in th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::19f38ae622c42784af02f693b6fd19d8
https://hal.science/hal-02507499v3
https://hal.science/hal-02507499v3
Autor:
Caillé, Olessia1 olessia.caille@univ-orleans.fr, Raffestin, Louis2 louis.raffestin@univ-orleans.fr
Publikováno v:
Finance. 2021, Vol. 42 Issue 2, p117-163. 47p.
Autor:
Brij B. Gupta, Quan Z. Sheng
While Computer Security is a broader term which incorporates technologies, protocols, standards and policies to ensure the security of the computing systems including the computer hardware, software and the information stored in it, Cyber Security is