Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of default - Journal of Credit Risk
Por um escritor misterioso
Last updated 22 março 2025

This paper compares four calibration approaches to linear logistic regression in credit risk estimation and proposes two new single-parameter families of

Risks, Free Full-Text

Calibration alternatives to logistic regression and their

Probability of default (PD) news and analysis articles

Calibration alternatives to logistic regression and their

Calibration alternatives to logistic regression and their

Calibration alternatives to logistic regression and their

Loss Given Default Estimations in Emerging Capital Markets

Calibration, Imbalanced Data

Calibration alternatives to logistic regression and their

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Predictably Unequal? The Effects of Machine Learning on Credit

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PDF) The art of probability-of-default curve calibration
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