RePEcML & AI Methods
XGBoost for LGD Approximation
The study uses machine learning to enhance the accuracy of Loss Given Default (LGD) estimation in situations with limited cash-flow data, using a European mortgage portfolio.
Featured in No. 55 on 3 Jul 2024 · on release day
- Released
- 3 Jul 2024
- First featured
- No. 55 · 3 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 25
- Identifier
- RePEc:war:wpaper:2024-12
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