Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry
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More about this item
KeywordsDefault risk; Predictor selection; logit; Lasso; Elastic-net;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-08-23 (All new papers)
- NEP-FOR-2013-08-23 (Forecasting)
- NEP-RMG-2013-08-23 (Risk Management)
- NEP-SEA-2013-08-23 (South East Asia)
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