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David Martens
Information about the author David Martens will soon be added to the site.
Found
2 papers
in total
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Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state
2014
On the basis of two data sets containing Loss Given Default (LGD) observations of home...
Performance of classification models from a user perspective
2011
This paper proposes a complete framework to assess the overall performance of...
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