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Advances in economics, business and management research/Advances in Economics, Business and Management Research
Credit Default Prediction Based on Multivariate Regression
January 2023 • Yingzi Sun, Lirui Yang, Ruonan Zhao
Credit default is a wide-spread credit derivative instrument.As it becomes more and more popular, an appropriate supervision system has to be established.In this paper, a multiple factor regression models are constructed in order to investigate the feasibility for credit default prediction based on R program.Since risks are unavoidable, some measures should be taken to predict them in order to help the banks that sell credit default swaps to minimize their risks.According to the analysis, a model is successfully c…
Credit Default Swap
Derivative (Finance)
Computer Science
Business
Machine Learning
Finance
Economics
Statistics
Mathematics