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Andre Horovitz

University of Hamburg - Faculty of Business, Economics, and Social Sciences

Von-Melle-Park 9

Hamburg, 20146

Germany

  • University of Hamburg - Faculty of Business, Economics, and Social Sciences

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

On the Modeling of Prepayments for Variable Rate Institutional Loans - Ascertaining the Inference of Bank Internal Default Probabilities on Subsequent Prepayments

Number of pages: 56 Posted: 27 Aug 2021
Andre Horovitz
University of Hamburg - Faculty of Business, Economics, and Social Sciences
Downloads 255 (298,892)
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Prepayments, Machine Learning, Default Probabilities

2.

Applications of Non-Linear Machine Learning Tree-Based Methods for Prepayments Forecasting of Fixed-Rate Institutional Loans

Number of pages: 53 Posted: 07 Jun 2022 Last Revised: 14 Jun 2022
René Glawion, Johannes Heuel, Andre Horovitz and Alexander Szimayer
University of Hamburg, University of Hamburg, University of Hamburg - Faculty of Business, Economics, and Social Sciences and University of Hamburg - Faculty of Economics and Business Administration
Downloads 215 (354,560)

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Machine Learning, Institutional Loans, Prepayment, Liquidity Risk Management, Banking Regulation