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Machine learning-based classifiers ensemble for credit risk assessment

Pandey, Trilok Nath; Jagadev, Alok Kumar; Choudhury, D.; … - In: International journal of electronic finance : IJEF 7 (2013) 3/4, pp. 227-249

Persistent link: https://www.econbiz.de/10010400393

Estimation procedures of using five alternative machine learning methods for predicting credit card default

Teng, Huei-Wen; Lee, Michael - In: Review of Pacific Basin financial markets and policies 22 (2019) 3, pp. 1950021-1-1950021-27

Persistent link: https://www.econbiz.de/10012156160

A new framework of credit scoring system based on support vector machine for credit risk management : evidence from banks and financial institutions

Daneshgar, Farid; Hoseini, Vahid - In: International journal of economic perspectives : IJEP 11 (2017) 3, pp. 557-565

Persistent link: https://www.econbiz.de/10012209372

Peer-to-peer lending default prediction model : a credit scoring application with social media data

Faturohman, Taufik; Wiryono, Sudarso Kaderi; Khilfah, … - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 189-200

Persistent link: https://www.econbiz.de/10015066133

Forecasting corporate distress in the Asian and Pacific region

Moro, Russ; Härdle, Wolfgang Karl; Aliakbari, Saeideh; … - 2011

This study analyses credit default risk for firms in the Asian and Pacific region by applying two methodologies: a Support Vector Machine (SVM) and a logistic regression (Logit). Among different financial ratios suggested as predictors of default, leverage ratios and the company size display a...

Persistent link: https://www.econbiz.de/10010281539

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

Support Vector Machine (SVM) as a multivariate statistical technique for the assessment of credit risk : a comparison with classical techniques as linear discriminant analysis and...

Fassbender, Martin; Auria, Laura - In: 30 Jahre Fachhochschule der Deutschen Bundesbank : …, (pp. 375-396). 2010

Persistent link: https://www.econbiz.de/10008806552

A loan default discrimination model using cost-sensitive support vector machine improved by PSO

Cao, Jie; Lu, Hongke; Wang, Weiwei; Wang, Jian - In: Information technology and management 14 (2013) 3, pp. 193-204

Persistent link: https://www.econbiz.de/10010196427

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

Credit risk prediction using support vector machines

Trustorff, Jan-Henning; Konrad, Paul Markus; Leker, Jens - In: Review of quantitative finance and accounting 36 (2011) 4, pp. 565-581

Persistent link: https://www.econbiz.de/10009272384