most citedFighting Sampling Bias: A Framework for Training and Evaluating Credit Scoring Models

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q-fin.RM2026

Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces

Christopher Gerling, Hanqiu Peng, Ying Chen +1

Accurate forecasting of recovery rates (RR) is central to credit risk management and regulatory capital determination. In many loan portfolios, however, RR modeling is constrained…