"Improving Realized LGD Approximation: A Novel Framework with XGBoost for ..."

Zuzanna Kostecka, Robert Slepaczuk (2024)

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DOI: 10.48550/ARXIV.2406.17308

access: open

type: Informal or Other Publication

metadata version: 2024-07-24

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  - journals/corr/abs-2406-17308
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  - https://dblp.org/rec/journals/corr/abs-2406-17308
Zuzanna Kostecka, Robert Slepaczuk:
Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data. CoRR abs/2406.17308 (2024)

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