Items where Author is "Sariev, Eduard"

Sariev, Eduard and Germano, Guido (2020) Bayesian regularized artificial neural networks for the estimation of the probability of default. Quantitative Finance, 20 (2). pp. 311-328. ISSN 1469-7688

Sariev, Eduard and Germano, Guido (2018) An innovative feature selection method for support vector machines and its test on the estimation of the credit risk of default. Annual Review of Financial Economics. ISSN 1941-1367