What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD

Fuente: arXiv

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Bibliographic Details
Main Author:	Koklev, Petr
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Risk Management Statistical Finance 91G40, 62P20, 62P05 I.2.6; G.3; J.4
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.17945