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4 search results found
Ifrs9
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49
The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.
Rap
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14
This is the official code for the paper RAP: Risk-Aware Prediction for Robust Planning: https://arxiv.org/abs/2210.01368
Bankruptcy Prediction Using Machine Learning
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12
Using various machine learning models to predict whether a company will go bankrupt
Vennlasso
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5
Variable selection for heterogeneous populations using the vennLasso penalty
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