Forecasting Recovery Rates on NPLs with Machine Learning
September 19, 2019
September 19, 2019
What role can disruptive technology play in recovery rates forecasting? Anthony Bellotti, Damiano Brigo, Paolo Gambetti and Frédéric D. Vrins use a private database from a European debt collection agency to help determine the best machine-learning algorithms for predicting recovery rates on non-performing loans.
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