How Long to Read On Missing Data Imputation for IRB Models

How Long Does it Take to Read On Missing Data Imputation for IRB Models?

It takes the average reader and 14 minutes to read On Missing Data Imputation for IRB Models by Yang Liu

Assuming a reading speed of 250 words per minute. Learn more

Description

Technical Report from the year 2021 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1, , language: English, abstract: Often, model development starts with missing data treatment. For regulatory internal rating based (IRB) models, missing data raise data quality concerns around system and process whereas the randomness nature of missing is sometimes overlooked, resulting inappropriate choice of imputation methods, more importantly, the chosen imputation method could lead to issues that violate modelling assumptions in the later process. With ML and AI methods introduced to regulatory modelling, impact of missing data will be more thoroughly investigated and challenged. This paper starts with issues arose from imputation processes in practice, then briefly review common approaches for missing data treatment. A candidate Bayesian approach is then proposed as an alternative. In conclusion, imputed results using the proposed approach improve the explanatory power of historical observations while housing multiple convergence conditions such as the train-test accuracy, likelihood of value distribution, cross-validation and challenger model performance. At the dawn of ML and AI algorithms coming to the regulatory IRB models, these properties are highly desired in the area.

How long is On Missing Data Imputation for IRB Models?

On Missing Data Imputation for IRB Models by Yang Liu is 14 pages long, and a total of 3,556 words.

This makes it 5% the length of the average book. It also has 4% more words than the average book.

How Long Does it Take to Read On Missing Data Imputation for IRB Models Aloud?

The average oral reading speed is 183 words per minute. This means it takes and 19 minutes to read On Missing Data Imputation for IRB Models aloud.

What Reading Level is On Missing Data Imputation for IRB Models?

On Missing Data Imputation for IRB Models is suitable for students ages 6 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy On Missing Data Imputation for IRB Models?

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