Ensemble predictions of recovery rates
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- Bastos, João A., 2010. "Forecasting bank loans loss-given-default," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2510-2517, October.
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- repec:eee:ejores:v:262:y:2017:i:2:p:780-791 is not listed on IDEAS
- Altman, Edward I. & Kalotay, Egon A., 2014. "Ultimate recovery mixtures," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 116-129.
- repec:eee:jbfina:v:91:y:2018:i:c:p:189-201 is not listed on IDEAS
- repec:eee:ejores:v:268:y:2018:i:1:p:348-360 is not listed on IDEAS
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KeywordsRecovery rate; Loss given default; Forecasting; Ensemble learning; Credit risk;
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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