Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach

Intelligent Systems in Accounting, Finance and Management

Volumn 23, Issue 1-2, 2016, Pages 6-20

  Figini, Silvia ^a   Savona, Roberto ^b   Vezzoli, Marika ^b  

^a UNIVERSITY OF PAVIA   (Italy)

^b UNIVERSITY OF BRESCIA   (Italy)

Author keywords

AUC; Competitive models; Dominant models; Ensemble models; Model averaging

Indexed keywords

EID: 84958231197     PISSN: 15501949     EISSN: 21600074     Source Type: Journal    
DOI: 10.1002/isaf.1387     Document Type: Article

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