Gianpiero Chironna

Bari Aldo Moro University

Bari

Italy

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Scholarly Papers (1)

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At Night All Cats Are Gray, but at Day They Are Not: Default (PD) Forecasts Capturing Italian Banks’ Idiosyncrasy

Number of pages: 52 Posted: 27 Jun 2022 Last Revised: 20 Oct 2023
Gianpiero Chironna and Giuseppe Orlando
Bari Aldo Moro University and Università degli Studi di Bari “Aldo Moro” (UNIBA) - Department of Economics and Mathematical Methods
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Abstract:

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bank failure, adaptive lasso, logistic regression, CART, probability of default, random forest, machine learning, model selection