Work

Monotonicity and Heteroskedasticity in Machine Learning Models: An Application to Credit Risk

Year: 2023

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4432687

Authors: Rubén García-Céspedes, Manuel Moreno Fuentes, Ignacio Segarra

Institutions: Banco Bilbao Vizcaya Argentaria (Spain), University of Castilla-La Mancha, Universidad Pontificia Comillas

Language: English

Topic: Financial Distress and Bankruptcy Prediction

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4367359678

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