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Machine learning in default Prediction : the incremental power of machine learning techniques in mortgage default prediction

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Academic year: 2022

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INTRODUCTION AND MAIN FINDINGS LITERATURE REVIEW C LASSIFICATION T ECHNIQUES FOR C REDIT S CORING V ARIABLE D EFINITIONS V ARIABLE I NTERACTIONS W EIGHT OF E VIDENCE T RANSFORMATIONS EMPIRICAL RESULTS CONCLUSION

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