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Author

Andrea Monaco

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Sep 2026

Prepayment forecasting in a low-interest-rates environment: Evidence from the French market

This work model prepayment on French residential securitized mortgages observed quarterly from August 2020 through February 2022 and benchmark a single-hidden-layer neural network against logistic regression, deeper network architectures, Random Forest, and XGBoost, which proves the interaction and threshold effects th...

Adamaria Perrotta, Andrea Monaco, P. Giribone et al. · 0 citations

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