The TruEnd-procedure: Treating trailing zero-valued balances in credit data
By Arno Botha, Tanja Verster, Roelinde Bester
Rating
1493
Battle Count: 87
Relevance
7/10
While focused on credit risk, the methodology for improving data quality and timing of financial events could be adapted for trading applications
Implementation Complexity
6/10
Requires understanding of survival analysis and custom optimisation, but implementation details and code are provided
Reproducibility
4/5
The paper provides detailed methodology and implementation details, with source code available
About this paper
Methodology: TruEnd-procedure. Problem types: Data Cleaning, Time Series Analysis, Survival Analysis.
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