{"title":"Proposing an innovative real-time monitoring approach for the parameter stability of credit-default prediction model","authors":"Linzi Liu, Xin Lai, Xiaofang Cai, Wei (Wayne) Huang, Weimin Miao","doi":"10.1080/01605682.2024.2305157","DOIUrl":null,"url":null,"abstract":"In real-world applications, the default prediction process generally requires periodic recalibration of parameter estimates with up-to-date data. However, few studies have investigated sudden chang...","PeriodicalId":17308,"journal":{"name":"Journal of the Operational Research Society","volume":null,"pages":null},"PeriodicalIF":2.7000,"publicationDate":"2024-01-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Operational Research Society","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.1080/01605682.2024.2305157","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MANAGEMENT","Score":null,"Total":0}
引用次数: 0
Abstract
In real-world applications, the default prediction process generally requires periodic recalibration of parameter estimates with up-to-date data. However, few studies have investigated sudden chang...
期刊介绍：
JORS is an official journal of the Operational Research Society and publishes original research papers which cover the theory, practice, history or methodology of OR.
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