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Pascal Kündig

Lucerne University of Applied Sciences and Arts

IFZ Institute of Financial Services Zug

P.O. Box 4332

Zug, CH-6304

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

112

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios

Number of pages: 28 Posted: 04 Oct 2024 Last Revised: 17 Dec 2025
Pascal Kündig and Fabio Sigrist
Lucerne University of Applied Sciences and Arts and ETH Zürich
Downloads 63 (951,658)

Abstract:

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bankruptcy, Gaussian process, space-time frailty correlation, tree-boosting, risk analysis

2.

Alternative Data for Restaurant Bankruptcy Prediction

Number of pages: 21 Posted: 04 Feb 2025 Last Revised: 23 Jul 2025
Pascal Kündig
Lucerne University of Applied Sciences and Arts
Downloads 49 (1,121,190)

Abstract:

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risk analysis, public data, web scraping