
MEASURING SOVEREIGN CREDIT RISK IN EU COUNTRIES USING AN ENSEMBLE OF CLASSIFIERS APPROACH
(STEF92 Technology, 2017, T.Pisula)
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In the age of globalization, international loans and sovereign default probabilities have become one of the main topics of finance. Many severe economic crises have occurred on financial markets in the last decades. Therefore, the problem of measuring countriesВ’ default probabilities due to their external debt obligations has attracted the interest of many researchers. In recent literature there are many studies that use quantitative methods and machine learning techniques to predict countries defaults. Past stud...

