FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3024247346> ?p ?o ?g. }

• W3024247346 endingPage "545" @default.
• W3024247346 startingPage "545" @default.
• W3024247346 abstract "Due to various regulations (e.g., the Basel III Accord), banks need to keep a specified amount of capital to reduce the impact of their insolvency. This equity can be calculated using, e.g., the Internal Rating Approach, enabling institutions to develop their own statistical models. In this regard, one of the most important parameters is the loss given default, whose correct estimation may lead to a healthier and riskless allocation of the capital. Unfortunately, since the loss given default distribution is a bimodal application of the modeling methods (e.g., ordinary least squares or regression trees), aiming at predicting the mean value is not enough. Bimodality means that a distribution has two modes and has a large proportion of observations with large distances from the middle of the distribution; therefore, to overcome this fact, more advanced methods are required. To this end, to model the entire loss given default distribution, in this article we present the weighted quantile Regression Forest algorithm, which is an ensemble technique. We evaluate our methodology over a dataset collected by one of the biggest Polish banks. Through our research, we show that weighted quantile Regression Forests outperform single state-of-the-art models in terms of their accuracy and the stability." @default.
• W3024247346 created "2020-05-21" @default.
• W3024247346 creator A5021417354 @default.
• W3024247346 creator A5047203445 @default.
• W3024247346 date "2020-05-13" @default.
• W3024247346 modified "2023-10-14" @default.
• W3024247346 title "Weighted Quantile Regression Forests for Bimodal Distribution Modeling: A Loss Given Default Case" @default.
• W3024247346 cites W1097032989 @default.
• W3024247346 cites W1502810280 @default.
• W3024247346 cites W1517466436 @default.
• W3024247346 cites W1930624869 @default.
• W3024247346 cites W1954438002 @default.
• W3024247346 cites W1972833916 @default.
• W3024247346 cites W1988353583 @default.
• W3024247346 cites W2006096615 @default.
• W3024247346 cites W2043077358 @default.
• W3024247346 cites W2046696485 @default.
• W3024247346 cites W2064186732 @default.
• W3024247346 cites W2077372486 @default.
• W3024247346 cites W2085808540 @default.
• W3024247346 cites W2113599721 @default.
• W3024247346 cites W2113822305 @default.
• W3024247346 cites W2122938730 @default.
• W3024247346 cites W2126147689 @default.
• W3024247346 cites W2138128848 @default.
• W3024247346 cites W2154948784 @default.
• W3024247346 cites W2160797051 @default.
• W3024247346 cites W2222224357 @default.
• W3024247346 cites W2276539226 @default.
• W3024247346 cites W2417818002 @default.
• W3024247346 cites W2482500386 @default.
• W3024247346 cites W2528942084 @default.
• W3024247346 cites W2591768545 @default.
• W3024247346 cites W2592659532 @default.
• W3024247346 cites W2605782971 @default.
• W3024247346 cites W2781583608 @default.
• W3024247346 cites W2782788926 @default.
• W3024247346 cites W2785163911 @default.
• W3024247346 cites W2789696622 @default.
• W3024247346 cites W2891681985 @default.
• W3024247346 cites W2899553782 @default.
• W3024247346 cites W2901698922 @default.
• W3024247346 cites W2930574208 @default.
• W3024247346 cites W2947455013 @default.
• W3024247346 cites W2957100755 @default.
• W3024247346 cites W2962933532 @default.
• W3024247346 cites W2979358647 @default.
• W3024247346 cites W2983583895 @default.
• W3024247346 cites W2997528843 @default.
• W3024247346 cites W3122051380 @default.
• W3024247346 cites W4212883601 @default.
• W3024247346 cites W4243399013 @default.
• W3024247346 cites W4297957988 @default.
• W3024247346 cites W85590864 @default.
• W3024247346 doi "https://doi.org/10.3390/e22050545" @default.
• W3024247346 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/7517045" @default.
• W3024247346 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/33286317" @default.
• W3024247346 hasPublicationYear "2020" @default.
• W3024247346 type Work @default.
• W3024247346 sameAs 3024247346 @default.
• W3024247346 citedByCount "3" @default.
• W3024247346 countsByYear W30242473462020 @default.
• W3024247346 countsByYear W30242473462021 @default.
• W3024247346 countsByYear W30242473462023 @default.
• W3024247346 crossrefType "journal-article" @default.
• W3024247346 hasAuthorship W3024247346A5021417354 @default.
• W3024247346 hasAuthorship W3024247346A5047203445 @default.
• W3024247346 hasBestOaLocation W30242473461 @default.
• W3024247346 hasConcept C105795698 @default.
• W3024247346 hasConcept C112972136 @default.
• W3024247346 hasConcept C118671147 @default.
• W3024247346 hasConcept C119857082 @default.
• W3024247346 hasConcept C149782125 @default.
• W3024247346 hasConcept C33923547 @default.
• W3024247346 hasConcept C41008148 @default.
• W3024247346 hasConcept C63817138 @default.
• W3024247346 hasConcept C83546350 @default.
• W3024247346 hasConcept C99656134 @default.
• W3024247346 hasConceptScore W3024247346C105795698 @default.
• W3024247346 hasConceptScore W3024247346C112972136 @default.
• W3024247346 hasConceptScore W3024247346C118671147 @default.
• W3024247346 hasConceptScore W3024247346C119857082 @default.
• W3024247346 hasConceptScore W3024247346C149782125 @default.
• W3024247346 hasConceptScore W3024247346C33923547 @default.
• W3024247346 hasConceptScore W3024247346C41008148 @default.
• W3024247346 hasConceptScore W3024247346C63817138 @default.
• W3024247346 hasConceptScore W3024247346C83546350 @default.
• W3024247346 hasConceptScore W3024247346C99656134 @default.
• W3024247346 hasIssue "5" @default.
• W3024247346 hasLocation W30242473461 @default.
• W3024247346 hasLocation W30242473462 @default.
• W3024247346 hasLocation W30242473463 @default.
• W3024247346 hasLocation W30242473464 @default.
• W3024247346 hasOpenAccess W3024247346 @default.
• W3024247346 hasPrimaryLocation W30242473461 @default.
• W3024247346 hasRelatedWork W1485848884 @default.
• W3024247346 hasRelatedWork W2079454017 @default.
• W3024247346 hasRelatedWork W2158626977 @default.

• next