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Could information criteria guide elastic net regularisation in credit risk? Empirical results using simulation over artificially generated multicollinearity in credit risk models
Could information criteria guide elastic net regularisation in credit risk? Empirical results using simulation over artificially generated multicollinearity in credit risk models
Presenters
Dr. Nilton Cardoso, Nick Hewes, Rob Fitton, Kamakshi Bansal, Monalisa Sinha