Interpretable models of loss given default

Mestrado em Econometria Aplicada e Previsão

Bibliographic Details
Main Author: Matos, Sara Madeira (author)
Format: masterThesis
Language:eng
Published: 2021
Subjects:
Loss Given Default
XGBoost
Model interpretability
Black-Box model.
Online Access:http://hdl.handle.net/10400.5/20981
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/20981
Description
Summary:Mestrado em Econometria Aplicada e Previsão

Similar Items