Forecasting recovery rates on non-performing loans with machine learning

Anthony Bellotti, Damiano Brigo, Paolo Gambetti and Frédéric Vrins

No 2020002, LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Date: 2020-01-01
Note: In : International Journal of Forecasting, Vol. 37, no. 1, p. 428-444
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Journal Article: Forecasting recovery rates on non-performing loans with machine learning (2021)
Working Paper: Forecasting recovery rates on non-performing loans with machine learning (2020)
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