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Validation of PARX Models for Default Count Prediction
The growing importance of financial technology platforms, based on interconnectedness, makes necessary the development of credit risk measurement models that properly take contagion into account. Evaluating the predictive accuracy of these models is achieving increasing importance to safeguard inves...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Frontiers Media S.A.
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7861314/ https://www.ncbi.nlm.nih.gov/pubmed/33733098 http://dx.doi.org/10.3389/frai.2019.00009 |