Pages that link to "Item:Q962375"

The following pages link to The Bayesian additive classification tree applied to credit risk modelling (Q962375):

Displaying 11 items.

• BART: Bayesian additive regression trees (Q65651) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• Bayesian additive regression trees with model trees (Q2058722) (← links)
• Atheoretical regression trees for classifying risky financial institutions (Q2241125) (← links)
• Smoothing and adaptation of shifted Pólya tree ensembles (Q2676928) (← links)
• Establishing decision tree-based short-term default credit risk assessment models (Q2834635) (← links)
• Cost-Sensitive Extensions for Global Model Trees: Application in Loan Charge-Off Forecasting (Q2950438) (← links)
• Estimating Classification Uncertainty of Bayesian Decision Tree Technique on Financial Data (Q3594250) (← links)
• BART-based inference for Poisson processes (Q6167043) (← links)
• Bayesian additive regression trees for genotype by environment interaction models (Q6179102) (← links)
• Multinomial probit Bayesian additive regression trees (Q6539173) (← links)