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Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach

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  • Raffaella Calabrese
  • Silvia Angela Osmetti

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  • Raffaella Calabrese & Silvia Angela Osmetti, 2015. "Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 230-239, April.
    • Handle: RePEc:wly:jforec:v:34:y:2015:i:3:p:230-239
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    Cited by:

    1. Calabrese, Raffaella & Degl’Innocenti, Marta & Osmetti, Silvia Angela, 2017. "The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach," European Journal of Operational Research, Elsevier, vol. 256(3), pages 1029-1037.
    2. Andreeva, Galina & Calabrese, Raffaella & Osmetti, Silvia Angela, 2016. "A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models," European Journal of Operational Research, Elsevier, vol. 249(2), pages 506-516.
    3. Calabrese, Raffaella & Osmetti, Silvia Angela, 2019. "A new approach to measure systemic risk: A bivariate copula model for dependent censored data," European Journal of Operational Research, Elsevier, vol. 279(3), pages 1053-1064.
    4. Chen, Yujia & Calabrese, Raffaella & Martin-Barragan, Belen, 2024. "Interpretable machine learning for imbalanced credit scoring datasets," European Journal of Operational Research, Elsevier, vol. 312(1), pages 357-372.

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