Pages that link to "Item:Q2077950"
From MaRDI portal
The following pages link to Benchmarking forecast approaches for mortgage credit risk for forward periods (Q2077950):
Displaying 8 items.
- An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market (Q320966) (← links)
- Accuracy of mortgage portfolio risk forecasts during financial crises (Q320969) (← links)
- Incorporating lifecycle and environment in loan-level forecasts and stress tests (Q323577) (← links)
- Predicting loss severities for residential mortgage loans: a three-step selection approach (Q1754749) (← links)
- Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors (Q1994418) (← links)
- Predicting mortgage early delinquency with machine learning methods (Q2029349) (← links)
- Joint models for longitudinal and discrete survival data in credit scoring (Q6167389) (← links)
- Joint models of multivariate longitudinal outcomes and discrete survival data with INLA: an application to credit repayment behaviour (Q6168507) (← links)