Tài liệu tham khảo |
Loại |
Chi tiết |
[1] Bastos, J. A. (2010), Forecasting bank loans loss-given-default, Journal of Banking and Finance, 34, 2510-2517 |
Sách, tạp chí |
Tiêu đề: |
Journal of Banking and Finance |
Tác giả: |
Bastos, J. A |
Năm: |
2010 |
|
[2] Bellotti, T., Crook, J. (2012), Loss given default models incorporating macroeconomic variables for credit cards, International Journal of Forecasting, 28(1), 171–182 |
Sách, tạp chí |
Tiêu đề: |
International Journal of Forecasting |
Tác giả: |
Bellotti, T., Crook, J |
Năm: |
2012 |
|
[3] Berndt, D. J., Clifford , J. (1994), Using dynamic time warping to find patterns in time series, AAAI-94 Workshop on Knowledge Discovery in Databases,10, no. 16. Seattle, WA, pp. 359–370 |
Sách, tạp chí |
Tiêu đề: |
AAAI-94 Workshop on Knowledge Discovery in Databases |
Tác giả: |
Berndt, D. J., Clifford , J |
Năm: |
1994 |
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[4] Box, G.E., Jenkins, G.M., Reinsel, G.C. (2015), Time series analysis: forecasting and control, Wiley, 5 th Edition |
Sách, tạp chí |
Tiêu đề: |
Wiley |
Tác giả: |
Box, G.E., Jenkins, G.M., Reinsel, G.C |
Năm: |
2015 |
|
[6] Breiman, L. (1996), Bagging predictors, Machine Learning, 24(2), pp.123–140 |
Sách, tạp chí |
Tiêu đề: |
Machine Learning |
Tác giả: |
Breiman, L |
Năm: |
1996 |
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[7] Breiman, L. (2001), Random forests, Machine Learning, 45(1), pp.5–32 [8] Calabrese, R., Zenga, M. (2008), Measuring loan recovery rate: methodologyand empirical evidence, Statistica & Applicazioni, 6, 193–214 |
Sách, tạp chí |
Tiêu đề: |
Statistica & Applicazioni |
Tác giả: |
Breiman, L. (2001), Random forests, Machine Learning, 45(1), pp.5–32 [8] Calabrese, R., Zenga, M |
Năm: |
2008 |
|
[9] Calabrese, R., Zenga, M. (2010), Bank loan recovery rates: measuring and nonparametric density estimation, Journal of Banking and Finance, 34(5), 903–911 |
Sách, tạp chí |
Tiêu đề: |
Journal of Banking and Finance |
Tác giả: |
Calabrese, R., Zenga, M |
Năm: |
2010 |
|
[10] Caselli, S., Gatti, S., Querci, F. (2008), The sensitivity of the loss given default rate to systematic risk: new empirical evidence on bank loans, Journal of Financial Services Research, 34, 1–34 |
Sách, tạp chí |
Tiêu đề: |
Journal of Financial Services Research |
Tác giả: |
Caselli, S., Gatti, S., Querci, F |
Năm: |
2008 |
|
[11] Dermine, J., Carvalho, C.N. (2006), Bank loan losses-given-default: a case study, Journal of Banking and Finance, 30, 1219–1243 |
Sách, tạp chí |
Tiêu đề: |
Journal of Banking and Finance |
Tác giả: |
Dermine, J., Carvalho, C.N |
Năm: |
2006 |
|
[13] Fong S. (2012), Using Hierarchical Time Series Clustering Algorithm and Wavelet Classifier for Biometric Voice Classification, Hindawi Publishing Corporation Journal of Biomedicine and Biotechnology, Article ID 215019, 12 pages |
Sách, tạp chí |
Tiêu đề: |
Hindawi Publishing Corporation Journal of Biomedicine and Biotechnology |
Tác giả: |
Fong S |
Năm: |
2012 |
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[14] Ghassan, H., Fachin, S., Guendouz, A. (2013), Financial stability of islamic and conventional banks in Saudi Arabia: a time series analysis, DSS Empirical Economics and Econometrics Working Papers Series 2013/1, Centre for Empirical Economics and Econometrics, Department of Statistics, Sapienza University of Rome |
Sách, tạp chí |
Tiêu đề: |
DSS Empirical Economics and Econometrics Working Papers Series 2013/1 |
Tác giả: |
Ghassan, H., Fachin, S., Guendouz, A |
Năm: |
2013 |
|
[15] Grunert, J., Weber, M. (2009), Recovery rate of commercial lending: empirical evidence for German companies, Journal of Banking and Finance, 33, 505–513 |
Sách, tạp chí |
Tiêu đề: |
Journal of Banking and Finance |
Tác giả: |
Grunert, J., Weber, M |
Năm: |
2009 |
|
[17] Loterman, G., Brown, I., Martens, D., Mues, C., Baesens, B. (2012), Benchmarking regression algorithms for loss given default modeling, International Journal of Forecasting, 28, 161–170 |
Sách, tạp chí |
Tiêu đề: |
International Journal of Forecasting |
Tác giả: |
Loterman, G., Brown, I., Martens, D., Mues, C., Baesens, B |
Năm: |
2012 |
|
[19] Mastrangelo, C.M., Simpson, J.R., Montgomery, D.C. (2013), Time series analysis, Encyclopedia of Operations Research and Management Science, 1546-1552, Springer US |
Sách, tạp chí |
Tiêu đề: |
Encyclopedia of Operations Research and Management Science |
Tác giả: |
Mastrangelo, C.M., Simpson, J.R., Montgomery, D.C |
Năm: |
2013 |
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[20] Muller, M. (2007), Dynamic time warping, Information Retrieval for Music and Motion, ISBN: 978-3-540-74047-6, pp. 69-84 |
Sách, tạp chí |
Tiêu đề: |
Information Retrieval for Music and Motion |
Tác giả: |
Muller, M |
Năm: |
2007 |
|
[21] Nyberg, H. (2013), Predicting bear and bull stock markets with dynamic binary time series models, Journal of Banking & Finance, 37, 3351–3363 |
Sách, tạp chí |
Tiêu đề: |
Journal of Banking & Finance |
Tác giả: |
Nyberg, H |
Năm: |
2013 |
|
[22] Renault, O., Scaillet, O. (2004), On the way to recovery: a nonparametric bias free estimation of recovery rate densities, Journal of Banking and Finance, 28, 2915–2931 |
Sách, tạp chí |
Tiêu đề: |
Journal of Banking and Finance |
Tác giả: |
Renault, O., Scaillet, O |
Năm: |
2004 |
|
[24] Seewald, A., Scuse D. (2014), Weka manual, University of Waikato, Hamilton, New Zealand, Version 3-7-12 |
Sách, tạp chí |
Tiêu đề: |
University of Waikato, Hamilton, New Zealand |
Tác giả: |
Seewald, A., Scuse D |
Năm: |
2014 |
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[25] Shevade, S.K., Keerthi, S.S., Bhattacharyya, C., Murthy, K.R.K. (2000), Improvements to the SMO algorithm for SVM regression, IEEE Transactions on Neural Networks,11 |
Sách, tạp chí |
Tiêu đề: |
IEEE Transactions on Neural Networks |
Tác giả: |
Shevade, S.K., Keerthi, S.S., Bhattacharyya, C., Murthy, K.R.K |
Năm: |
2000 |
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[26] Stefanski, T. (2009), Predicting flight delays through data mining, http://cs- people.bu.edu/dgs/courses/cs105/12spring/hall_of_fame/timoteo.html |
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