DMDP: A Dynamic Multi-source Default Probability Prediction Framework
Abstract In this paper, we propose a dynamic forecasting framework, named DMDP (dynamic multi-source default probability prediction), to predict the default probability of a company. The default probability is a very important factor to assess the credit risk of listed companies on a stock market. A...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-03-01
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| Series: | Data Science and Engineering |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1007/s41019-019-0085-9 |