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hello dears, I have just interested in IFRS9 ECL models. I have three question and I appreciate all answers. 1) which models are best for pd, LGD & EAD calculation when I have scarce (about...
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I want to check if my time series variable is stationary. with no lag order variable is stationary, but with 1 and more lags order process is non-stationary. what I can conclude: is process...
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I have binary classification model. classes are very unbalanced, as I know accuracy is not good metric for unbalanced classification. how do you think which is better metrics? I have following...
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I have just found tree models with regression at leafs. There are several models/packages that does something similar, such as M5P, cubist, model trees.... I want to know pros and cons of these...
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I am begginer in machine learning. can you provide me with some links to understand how boosting and random forest work and what is pros and cons of these techniques ? also I am interested in...
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I have panel data. I employ fe model, but there are heteroskedasticity and serial correlation problems in model. How i can solve this problem? using robust standard errors is apcetable? which...
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I want to analyse commercial banks profitability. (I have panel data). I use ROAA as dependent variable and liquidity ratio, capital ratio, NPL, staff-expenses ratio, total asset, non-interest...
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