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

Fuente: arXiv

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Détails bibliographiques
Auteur principal:	Koklev, Petr
Format:	Preprint
Publié:	2025
Sujets:	Machine Learning Risk Management Statistical Finance 91G40, 62P20, 62P05 I.2.6; G.3; J.4
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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