Predicting Nature of Default using Machine Learning Techniques
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- Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W., 2010. "Consumer credit-risk models via machine-learning algorithms," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2767-2787, November.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2021-05-31 (Big Data)
- NEP-CMP-2021-05-31 (Computational Economics)
- NEP-RMG-2021-05-31 (Risk Management)
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