Automatic Spline Knot Selection in Modeling Mortgage Loan Default Using Shape Constrained Regression

Guangning Xu; Geng Deng; Xindong Wang; Ken Fu

doi:10.3905/jsf.2021.1.123

Automatic Spline Knot Selection in Modeling Mortgage Loan Default Using Shape Constrained Regression

Guangning Xu, Geng Deng, Xindong Wang and Ken Fu

The Journal of Structured Finance Fall 2021, 27 (3) 18-36; DOI: https://doi.org/10.3905/jsf.2021.1.123

Guangning Xu

is a vice president at Wells Fargo & Company in Charlotte, NC

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Geng Deng

is a senior vice president at Wells Fargo & Company in McLean, VA

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Xindong Wang

is a senior vice president at Wells Fargo & Company in McLean, VA

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Ken Fu

is a managing director at Wells Fargo & Company in McLean, VA

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Automatic Spline Knot Selection in Modeling Mortgage Loan Default Using Shape Constrained Regression

Guangning Xu, Geng Deng, Xindong Wang, Ken Fu

The Journal of Structured Finance Oct 2021, 27 (3) 18-36; DOI: 10.3905/jsf.2021.1.123

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Automatic Spline Knot Selection in Modeling Mortgage Loan Default Using Shape Constrained Regression

Guangning Xu, Geng Deng, Xindong Wang, Ken Fu

The Journal of Structured Finance Oct 2021, 27 (3) 18-36; DOI: 10.3905/jsf.2021.1.123

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