Nalaganje...

Weighted Quantile Regression Forests for Bimodal Distribution Modeling: A Loss Given Default Case

Due to various regulations (e.g., the Basel III Accord), banks need to keep a specified amount of capital to reduce the impact of their insolvency. This equity can be calculated using, e.g., the Internal Rating Approach, enabling institutions to develop their own statistical models. In this regard,...

Popoln opis

Shranjeno v:
Bibliografske podrobnosti
izdano v:Entropy (Basel)
Main Authors: Gostkowski, Michał, Gajowniczek, Krzysztof
Format: Artigo
Jezik:Inglês
Izdano: MDPI 2020
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC7517045/
https://ncbi.nlm.nih.gov/pubmed/33286317
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22050545
Oznake: Označite
Brez oznak, prvi označite!