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Support vector machines for default prediction of SMEs based on technology credit
Kim, Hong Sik; Sohn, So Young - In: European journal of operational research : EJOR 201 (2010) 3, pp. 838-846
Persistent link: https://www.econbiz.de/10003959870
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An empirical comparison of classification algorithms for mortgage default prediction : evidence from a distressed mortgage market
Fitzpatrick, Trevor; Mues, Christophe - In: European journal of operational research : EJOR 249 (2016) 2, pp. 427-439
Persistent link: https://www.econbiz.de/10011436704
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Cure events in default prediction
Wolter, Marcus; Rösch, Daniel - In: European journal of operational research : EJOR 238 (2014) 3, pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
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Support vector regression for loss given default modelling
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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Explainable models of credit losses
Bastos, João A.; Matos, Sara M. - In: European journal of operational research : EJOR 301 (2022) 1, pp. 386-394
Persistent link: https://www.econbiz.de/10013207383
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Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza; Baumann, Friedrich; Fabozzi, Frank J. - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
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Predicting mortgage early delinquency with machine learning methods
Chen, Shunqin; Guo, Zhengfeng; Zhao, Xinlei - In: European journal of operational research : EJOR 290 (2021) 1, pp. 358-372
Persistent link: https://www.econbiz.de/10012436411
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Predicting loss severities for residential mortgage loans : a three-step selection approach
Do, Hung Xuan; Rösch, Daniel; Scheule, Harald - In: European journal of operational research : EJOR 270 (2018) 1, pp. 246-259
Persistent link: https://www.econbiz.de/10011869001
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Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert; Leuenberger, Nicola - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
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A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh; Mues, Christophe; Bravo, Cristián - In: European journal of operational research : EJOR 308 (2023) 1, pp. 306-320
Persistent link: https://www.econbiz.de/10014283041