Survival designs with time-varying covariates (TVCs) are widely Employed in the literature on credit rating danger prediction. Even so, when these covariates are endogenous, the inclusion course of action has actually been limited to methods which include lagging these variables or dealing with

We suggest a fresh dynamic modeling framework for credit score hazard assessment that extends the prevailing credit history scoring models crafted upon historic facts static configurations. The driving idea mimics the basic principle of movies, by composing the product that has a sequence of sna