linear-discriminant-analysis
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P2.T6.704 Linear discriminant analysis (LDA according to De Laurentis)
Learning objectives: Apply the Merton model to calculate default probability and the distance to default and describe the limitations of using the Merton model. Describe linear discriminant analysis (LDA), define the Z-score and its usage, and apply LDA to classify a sample of firms by credit...- Nicole Seaman
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- delaurentis lda linear-discriminant-analysis merton-model z-score
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- Forum: FRM® Practice Questions