Konstantin Heidenreich

Karlsruhe Institute of Technology

Kaiserstra├če 12

Karlsruhe, Baden W├╝rttemberg 76131

Germany

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Scholarly Papers (1)

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Intertemporal Defaulted Bond Recoveries Prediction Via Machine Learning

Posted: 05 Dec 2018
Abdolreza Nazemi, Konstantin Heidenreich and Frank J. Fabozzi
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology and EDHEC Business School

Abstract:

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credit risk, recovery rates, machine learning, news-based analysis, high-dimensional