Implications of macroeconomic conditions on Romanian portfolio credit risk. A cost-sensitive ensemble learning methods comparison
Credit risk assessment represents a key instrument in the decision-making of the banking and financial institutions. In this article, we present a framework for credit risk strategies to improve portfolio efficiency under a change of macroeconomic regime. The aim is to compare the accuracy of severa...
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| Autores principales: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Taylor & Francis Group
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/9e79b3fcb02941e1b70d124658772b7b |
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