Calibration of Machine Learning Classifiers for Probability of Default Modelling
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- Wosnitza, Jan Henrik, 2022. "Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default," Discussion Papers 04/2022, Deutsche Bundesbank.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BIG-2017-11-05 (Big Data)
- NEP-CMP-2017-11-05 (Computational Economics)
- NEP-RMG-2017-11-05 (Risk Management)
- NEP-URE-2017-11-05 (Urban & Real Estate Economics)
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