Seasonal Analysis and Risk Management Strategies for Credit Guarantee Funds: A Case Study from Republic of Korea

This study investigates the prediction of small and medium-sized enterprise (SME) default rates in Republic of Korea by comparing the performance of three prominent time-series forecasting models: ARIMA, SARIMA, and Prophet. The research utilizes a comprehensive dataset provided by the Korea Credit...

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Bibliographic Details
Main Authors: Juryon Paik, Kwangho Ko
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Stats
Subjects:
Online Access:https://www.mdpi.com/2571-905X/8/1/2
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