The impact of class imbalance in logistic regression models for low-default portfolios in credit risk

Fuente: arXiv

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Bibliographic Details
Main Authors:	Schutte, Willem D., Pretorius, Charl, Smit, Neill, van der Merwe, Leandra, Maxwell, Robert
Format:	Preprint
Published:	2026
Subjects:	Risk Management Computation
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2602.19663