SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Quantile regression for modelling distributions of profit and loss · Study

ArticleShelves

ArticleQuantile regression for modelling distributions of profit and loss

Joe Whittaker2006

Article2006

Quantile regression for modelling distributions of profit and loss

47 citations·0/0 files stored·European Journal of Operational Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Forecasting Techniques and Applications Advanced Statistical Methods and Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 47 citations exist upstream.

References

2002Credit Scoring and Its Applications 2003Risk-based capital requirements for mortgage loans 2005The Neglog Transformation and Quantile Regression for the Analysis of a Large Credit Scoring Database

Cited by

2011Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data 2014Take it to the limit: Innovative CVaR applications to extreme credit risk measurement 2018Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation 2015Predicting recovery rates using logistic quantile regression with bounded outcomes

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2018A new hybrid classification algorithm for customer churn prediction based on logistic regression and decision treesarticle · 1 shared reference 2007Recent developments in consumer credit risk assessmentarticle · 1 shared reference 2021Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effectsarticle · 1 shared reference 2020Statistical and machine learning models in credit scoring: A systematic literature surveyarticle · 1 shared reference 2011CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATUREarticle · 1 shared reference 2005A new fuzzy support vector machine to evaluate credit riskarticle · 1 shared reference

Details

Year2006

Typearticle

Published2006-12-20

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations47

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1016/j.ejor.2006.08.063

openalex_workW1998200917

Links

Imported from OpenAlex (CC0) — nothing here is generated.