Multihorizon discrete time survival models
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DOI: 10.1080/01605682.2020.1777907
Abstract: The new accounting standards of CECL for the US and IFRS 9 elsewhere require predictions of lifetime losses for loans. The use of roll rates, state transition and “vintage” models has been proposed... read more here.
Keywords: multihorizon discrete; time survival; survival models; discrete time ... See more keywords
A scalable discrete-time survival model for neural networks
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DOI: 10.7717/peerj.6257
Abstract: There is currently great interest in applying neural networks to prediction tasks in medicine. It is important for predictive models to be able to use survival data, where each patient has a known follow-up time… read more here.
Keywords: time survival; discrete time; neural networks; time ... See more keywords