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Nicola Leuenberger · Study

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Nicola Leuenberger

1 works· latest 2022· 1 institutionscluster: provisional

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i101

Citations58

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22

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Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities2022 · 58 citations

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Machine learning for corporate default risk: Multi-period prediction, frailty correlation, loan portfolios, and tail probabilities

European Journal of Operational Research·2022·2 authors·Open access

58citations