2024-03-28T08:44:06Zhttps://repositorio.bde.es/oai/requestoai:repositorio.bde.es:123456789/166942023-11-28T10:20:51Zcom_123456789_5737com_123456789_21col_123456789_16671
Alonso, Andrés
Carbó, José Manuel
2021-05-24T10:04:30Z
2021-05-24T10:04:30Z
2021-05-24
https://repositorio.bde.es/handle/123456789/16694
REUP-202105-3
eng
https://creativecommons.org/licenses/by-nc-sa/4.0/deed.es_ES
http://rightsstatements.org/vocab/InC-NC/1.0/
Reconocimiento-NoComercial-CompartirIgual 4.0 Internacional (CC BY-NC-SA 4.0)
In Copyright - Non Commercial Use Permitted
Aprendizaje automático
Riesgo de crédito
Predicción
Probabilidad de impago
Modelos IRB
Machine learning
Credit risk
Prediction
Probability of default
IRB system
Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Artículo