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Bayesian credit ratings: A random forest alternative approach - MaRDI portal

Bayesian credit ratings: A random forest alternative approach (Q5368771)

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scientific article; zbMATH DE number 6789302
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English
Bayesian credit ratings: A random forest alternative approach
scientific article; zbMATH DE number 6789302

    Statements

    Bayesian credit ratings: A random forest alternative approach (English)
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    10 October 2017
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    Bayesian model averaging
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    credit risk
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    default
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    random forests
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    variable selection
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    Identifiers