Supervised Machine Learning Techniques: An Overview with Applications to Banking
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- Jing Lei & Max G’Sell & Alessandro Rinaldo & Ryan J. Tibshirani & Larry Wasserman, 2018. "Distribution-Free Predictive Inference for Regression," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(523), pages 1094-1111, July.
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- Berthine Nyunga Mpinda & Jules Sadefo-Kamdem & Salomey Osei & Jeremiah Fadugba, 2021. "Accuracies of Model Risks in Finance using Machine Learning," Working Papers hal-03191437, HAL.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2020-08-31 (Banking)
- NEP-BIG-2020-08-31 (Big Data)
- NEP-CMP-2020-08-31 (Computational Economics)
- NEP-RMG-2020-08-31 (Risk Management)
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