Stacking machine learning models for anomaly detection: comparing AnaCredit to other banking data sets

Davide Nicola Continanza, Andrea del Monaco, Marco di Lucido, Daniele Figoli, Pasquale Maddaloni, Filippo Quarta and Giuseppe Turturiello

A chapter in Data science in central banking: applications and tools, 2023, vol. 59 from Bank for International Settlements

Date: 2023
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Working Paper: Stacking machine-learning models for anomaly detection: comparing AnaCredit to other banking datasets (2022)
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