Meta-learning approaches for recovery rate prediction

Paolo Gambetti, Francesco Roccazzella and Frédéric Vrins

No 2020007, LIDAM Discussion Papers LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Keywords: machine learning; forecasts combination; loss given default; credit risk; model risk (search for similar items in EconPapers)
Date: 2020-01-01
New Economics Papers: this item is included in nep-big, nep-cmp and nep-rmg
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Meta-Learning Approaches for Recovery Rate Prediction (2022)
Working Paper: Meta-Learning Approaches for Recovery Rate Prediction (2022)
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