Over-prediction and Industry Clustering Sampling Bias in Default Risk Modling

カテゴリ: 研究会(論文単位)

論文No: IS09038

グループ名: 【C】電子･情報･システム部門　情報システム研究会

発行日: 2009/04/16

タイトル(英語): Over-prediction and Industry Clustering Sampling Bias in Default Risk Modling

著者名: Xiaojun Shi(School of economics and management,Beijing university of aeronautics and astronautics),Yue Zhang(School of economics and management,Beijing university of aeronautics and astronautics),Hiroshi Tsuji(Graduate school of engineering,Osaka prefecture university)

著者名(英語): Xiaojun Shi(School of economics and management,Beijing university of aeronautics and astronautics),Yue Zhang(School of economics and management,Beijing university of aeronautics and astronautics),Hiroshi Tsuji(Graduate school of engineering,Osaka prefecture university)

キーワード: Multi-level|Over-predict|Matching model|Multi-level|Over-predict|Matching model

原稿種別: 日本語

PDFファイルサイズ: 416 Kバイト