Satoshi Yamashita

The Institute of Statistical Mathematics

4-6-7 Minami-Azabu

Minato-ku, Tokyo 106

Japan

SCHOLARLY PAPERS

2

DOWNLOADS

2

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Loss Given Default Estimation: A Two-Stage Model with Classification Tree-Based Boosting and Support Vector Logistic Regression

Journal of Risk, Vol. 21, No. 4, 2019
Number of pages: 20 Posted: 02 May 2019
Yuta Tanoue and Satoshi Yamashita
The Institute of Statistical Mathematics and The Institute of Statistical Mathematics
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Abstract:

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risk management, credit risk, loss given default (LGD), boosting, Platt scaling

2.

When Banks Venture Beyond Home Turf: Consequences for Loan Performance

Journal of Credit Risk, Vol. 13, No. 3, 2017
Number of pages: 20 Posted: 06 Sep 2017
Yuta Tanoue and Satoshi Yamashita
Graduate University for Advanced Studies (SOKENDAI) - School of Multidisciplinary Sciences and The Institute of Statistical Mathematics
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Abstract:

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credit risk, probability of default, loss given default, bank loan, lending area