Narrow search
Showing 1 - 10 of 118
Cover Image
Econometrics of sentiments- sentometrics and machine learning : the improvement of inflation predictions in Romania using sentiment analysis
Bratu, Mihaela - In: Technological forecasting & social change : an … 182 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013449050
Cover Image
Forecasting consumer credit recovery failure : classification approaches
Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
Cover Image
Borrowers' credit quality scoring model and applications, with default discriminant analysis based on the extreme learning machine
Pang, Sulin; Hou, Xianyan; Xia, Lianhu - In: Technological forecasting & social change : an … 165 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012671712
Cover Image
A joint model of failures and credit ratings
Hirk, Rainer; Vana, Laura; Hornik, Kurt; Pichler, Stefan - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Cover Image
Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai; Sibanda, Mabutho; Chikodza, Eriyoti - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
Cover Image
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta; Kopciuszewski, Paweł - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Cover Image
CatBoost model and artificial intelligence techniques for corporate failure prediction
Jabeur, Sami Ben; Gharib, Cheima; Mefteh-Wali, Salma; … - In: Technological forecasting & social change : an … 166 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012694147
Cover Image
The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng; Zhang, Yan - In: The journal of credit risk : published quarterly by … 16 (2020) 3, pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
Cover Image
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis; Sanchez Rivero, Javier; Sourabh, Sumit - In: The journal of credit risk : published quarterly by … 16 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Cover Image
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 15-42
Persistent link: https://www.econbiz.de/10011642666