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2020International Journal of Forecasting

Forecasting recovery rates on non-performing loans with machine learning

Bellotti, Anthony, Brigo, Damiano, Gambetti, Paolo, and Vrins, Frédéric

Keywords

DefaultLoanDebtComputer scienceMachine learningPortfolioRandom forestProcess (computing)Artificial intelligenceSet (abstract data type)EconometricsFinanceBusinessEconomics
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