Identifying hidden patterns in credit risk survival data using generalised additive models
type: Item
instance of: scholarly article
title: Identifying hidden patterns in credit risk survival data using generalised additive models
zbMATH Open document ID: 1431.91411
author: Viani Biatat Djeundje
author: Jonathan Crook
published in: European Journal of Operational Research
publication date: 2019-03-28T00:00:00Z
full work available at URL: IdentifyingHiddenPatterns.pdf
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7043909
zbMATH Keywords: OR in banking
zbMATH Keywords: risk analysis
zbMATH Keywords: smoothing
zbMATH Keywords: multivariate statistics
zbMATH Keywords: predictions accuracy
describes a project that uses: BayesX
describes a project that uses: gamair
describes a project that uses: WinBUGS
describes a project that uses: mgcv
MaRDI profile type: Publication
OpenAlex ID: W2913196994
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DOI: 10.1016/J.EJOR.2019.02.006
Wikidata QID: Q128289274
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description: scientific article; zbMATH DE number 7043909