Ana-Maria Sandica
Biographic Data
| ID | 7543404 |
|---|---|
| NAME | Ana-Maria Sandica |
| GIVEN NAMES | Ana-Maria |
| FAMILY NAME | Sandica |
| SIGNATURE | SANDICA A |
| AFFILIATIONS | Faculty of Finance and Banking, The Bucharest University of Economic Studies, Bucharest, Romania |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2022 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Implications of macroeconomic conditions on Romanian portfolio credit risk. A cost-sensitive ensemble learning methods comparison
Credit risk assessment represents a key instrument in the decision-making of the banking and financial institutions. In this article, we present a framework for credit risk strategies to improve portfolio efficiency under a change of macroeconomic regime. The aim is to compare the accuracy of several ensemble methods (AdaBoost, Logit Boost, Gentle Boost and Random Forest) on a default retail Romanian loan portfolio under different risk adversity …
No prominent works on this page.
Implications of macroeconomic conditions on Romanian portfolio credit risk. A cost-sensitive ensemble learning methods comparison
Credit risk assessment represents a key instrument in the decision-making of the banking and financial institutions. In this article, we present a framework for credit risk strategies to improve portfolio efficiency under a change of macroeconomic regime. The aim is to compare the accuracy of several ensemble methods (AdaBoost, Logit Boost, Gentle Boost and Random Forest) on a default retail Romanian loan portfolio under different risk adversity …
A priori and a posteriori (1 work) · Actuarial science (1 work) · AdaBoost (1 work) · Banking stability, regulation, efficiency (1 work) · Computer Science (1 work) · Credit risk (1 work) · Credit Risk and Financial Regulations (1 work) · Econometrics (1 work) · Economics (1 work) · Ensemble learning (1 work)