Spatio-Temporal Machine Learning for Mortgage Credit Risk
A new machine learning model for credit risk combines tree-boosting with a latent spatiotemporal Gaussian process model, offering more accurate predictions of default probabilities and loan portfolio losses.
Featured in No. 69 on 9 Oct 2024 · 6 days after release
- Released
- 3 Oct 2024
- First featured
- No. 69 · 9 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4975440
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