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Article
Peer-Review Record

Meta-Learning Approaches for Recovery Rate Prediction

by Paolo Gambetti 1, Francesco Roccazzella 2,* and Frédéric Vrins 2,3
Reviewer 1:
Reviewer 2:
Submission received: 29 April 2022 / Revised: 2 June 2022 / Accepted: 4 June 2022 / Published: 12 June 2022

Round 1

Reviewer 1 Report

In the manuscript titled 'Meta-learning approaches for recovery rate prediction', the authors tackle the combination of ML models trained in security-specific characteristics and a limited number of well-identified theoretically sound recovery rate determinants to predict corporate bond recovery rates.

1.      The proposed approach is modern and has great potential to be used in practice. Very good synthesis of ML algorithms for predictions.

2.      Overall, the manuscript is well structured and the references invoked are adequate.

3.      I would kindly suggest to the authors to underline in more detail their contribution in the field and to clearly define the nature of this contribution: is it methodological, technological, an apparatus?

4.      My recommendation is to accept the manuscript in its current form.

Author Response

See attached file.

Author Response File: Author Response.pdf

Reviewer 2 Report

Please refer to attached RefereeReport.pdf.

Comments for author File: Comments.pdf

Author Response

See attached pdf file.

Author Response File: Author Response.pdf

Round 2

Reviewer 2 Report

Very nice revision.

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