ML-QuantSubscribe

RePEcML & AI Methods

Interpretable Machine Learning Recovery Rates

Machine learning methods offer better performance and insights in modeling corporate bond recovery rates than traditional methods.

Featured in No. 53 on 12 Jun 2024 · on release day

Released
12 Jun 2024
First featured
No. 53 · 12 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
39
Identifier
RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001043

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page