References

• 2012On the use of cross-validation for time series predictor evaluation1,324 cited
• 2017A note on the validity of cross-validation for evaluating autoregressive time series prediction770 cited
• 2011Benchmarking regression algorithms for loss given default modeling186 cited
• 2010Forecasting bank loans loss-given-default171 cited
• 2011Comparison of modeling methods for Loss Given Default151 cited
• 2014Support vector regression for loss given default modelling105 cited
• 2013Loss given default for leasing: Parametric and nonparametric estimations55 cited
• 2017Fuzzy decision fusion approach for loss-given-default modeling49 cited
• 2014Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state47 cited
• 2013Ensemble Predictions of Recovery Rates47 cited
• 2018Loss functions for Loss Given Default model comparison37 cited

Cited by

No citing works inside the corpus for this window.