Statistical merging of rating models

Journal of the Operational Research Society

Volumn 62, Issue 6, 2011, Pages 1067-1074

  Figini, S ^a   Giudici, P ^a  

^a UNIVERSITY OF PAVIA   (Italy)

Author keywords

Bayesian merging; model selection; parametric models; Predictive models; probability of default; survival analysis

Indexed keywords

BENCHMARKING; DATA FUSION; DATA MINING; PROBABILITY; SENTIMENT ANALYSIS;

BAYESIAN; MODEL SELECTION; PARAMETRIC MODELS; PREDICTIVE MODELS; PROBABILITY OF DEFAULTS; SURVIVAL ANALYSIS;

MERGING;

EID: 78651231499     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2010.41     Document Type: Article

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