RePEcEconometrics & Forecasting
Multi-View Locally Weighted Regression for LGD Forecasting
The paper presents a new method for forecasting loss given default (LGD) by dividing features into groups, building individual models, and combining the results.
Featured in No. 80 on 1 Jan 2025 · on release day
- Released
- 1 Jan 2025
- First featured
- No. 80 · 1 Jan 2025
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- RePEc:eee:intfor:v:41:y:2025:i:1:p:290-306
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