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SSRNRisk, Credit & Banking

Credit Risk Modeling Optimization

The study uses Genetic Algorithms to simplify and improve accuracy in Credit Risk Modeling, particularly for default prediction and reducing Loss Given Default.

Featured in No. 84 on 5 Feb 2025 · 9 days after release

Released
27 Jan 2025
First featured
No. 84 · 5 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
11
Identifier
SSRN 5113745

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

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