Pia Mølgaard

National Bank of Denmark

Havnegade 5

DK-1093 Copenhagen K

Denmark

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Scholarly Papers (1)

1.

Can Machine Learning Models Capture Correlations in Corporate Distresses?

Number of pages: 32 Posted: 18 Nov 2018 Last Revised: 13 Jul 2019
Copenhagen Business School - Department of Finance, National Bank of Denmark and National Bank of Denmark
Downloads 99 (310,028)
Citation 2

Abstract:

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corporate default prediction, discrete hazard models, frailty models, gradient boosting