Machine Learning-Based Variable Selection for Clustered Credit Risk Modeling
The piece proposes a machine learning-based method for selecting variables in clustered credit risk modeling, using the most influential risk drivers as clustering variables.
Featured in No. 7 on 12 Jul 2023 · 1 day after release · 5 citations today
- Released
- 11 Jul 2023
- First featured
- No. 7 · 12 Jul 2023
- Citations (Semantic Scholar)
- 5
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4506537
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).