… As all three of these parameters refer to a default event by definition, the prediction of default events using the PD is key … to this loss of information in the rating process, it may not be feasible to develop an artificial neural network that beats the predictions of the … Machine learning …
CITATION STYLE
Thiele, M., & Dittmar, H. (2019). Internal Credit Risk Models with Machine Learning. In The Impact of Digital Transformation and FinTech on the Finance Professional (pp. 163–176). Springer International Publishing. https://doi.org/10.1007/978-3-030-23719-6_10
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