Main category
Economics (General Management)
Abstract
A model of mortgage prepayment rates based on the neural net approach is proposed. The model for insured, closed, five-year term mortgages has been developed. The neural net prepayment model behaves consistently across the training and testing sets and outperforms a simpler predictor, the linear regression model.
Further reading
https://ia904701.us.archive.org/21/items/prepayment-neural-net/PrepaymentNeuralNet.pdf
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