Random Survival Forests Models for SME Credit Risk Measurement
Extends the existing literature on empirical research in the field of credit risk default for Small Medium Enterprizes (SMEs), proposing a non-parametric approach based on Random Survival Forests (RSF) and comparing its performance with a standard logit model.
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- 2026-10-10
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Credit Modeling › Institutional Credit Risk: “Extends the existing literature on empirical research in the field of credit risk default for Small Medium Enterprizes (SMEs), proposing a non-parametric approach based on Random Survival Forests (RSF) and comparing its performance with a standard logit model.”