Narrow search
Showing 1 - 10 of 1,203
Cover Image
Agent-based model calibration using machine learning surrogates
Lamperti, Francesco; Roventini, Andrea; Sani, Amir - In: Journal of economic dynamics & control 90 (2018), pp. 366-389
Persistent link: https://www.econbiz.de/10011974096
Cover Image
Does soft information determine credit risk? : text-based evidence from European banks
Acheampong, Albert; Elshandidy, Tamer - In: Journal of international financial markets, … 75 (2021), pp. 1-33
Persistent link: https://www.econbiz.de/10012820865
Cover Image
Machine learning methods for short-term probability of default : a comparison of classification, regression and ranking methods
Coenen, Lize; Verbeke, Wouter; Guns, Tias - In: Journal of the Operational Research Society 73 (2022) 1, pp. 191-206
Persistent link: https://www.econbiz.de/10012872899
Cover Image
Credit risk modelling for Indian debt securities using machine learning
Balakrishnan, Charumathi; Thiagarajan, Mangaiyarkarasi - In: Bulletin of monetary economics and banking 24 (2021), pp. 107-128
Persistent link: https://www.econbiz.de/10012584019
Cover Image
Forecasting credit ratings of decarbonized firms : comparative assessment of machine learning models
Yu, Baojun; Li, Changming; Mirza, Nawazish; Umar, Muhammad - In: Technological forecasting & social change : an … 174 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013253230
Cover Image
Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008-2009
Ojha, Vikram; Lee, JeongHoe - In: Digital finance : smart data analytics, investment … 3 (2021) 3/4, pp. 249-271
Persistent link: https://www.econbiz.de/10012697966
Cover Image
Fairness in credit scoring : assessment, implementation and profit implications
Kozodoi, Nikita; Jacob, Johannes; Lessmann, Stefan - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1083-1094
Persistent link: https://www.econbiz.de/10013262223
Cover Image
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects
Dumitrescu, Elena; Hué, Sullivan; Hurlin, Christophe; … - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1178-1192
Persistent link: https://www.econbiz.de/10013263050
Cover Image
Important factors determining Fintech loan default : evidence from a lendingclub consumer platform
Croux, Christophe; Jagtiani, Julapa; Korivi, Tarunsai; … - In: Journal of economic behavior & organization : JEBO 173 (2020), pp. 270-296
Persistent link: https://www.econbiz.de/10012288345
Cover Image
Machine learning predictivity applied to consumer creditworthiness
Aniceto, Maisa Cardoso; Barboza, Flavio Luiz de Moraes; … - In: Future Business Journal 6 (2020) 37, pp. 1-14
Credit risk evaluation has a relevant role to financial institutions, since lending may result in real and immediate losses. In particular, default prediction is one of the most challenging activities for managing credit risk. This study analyzes the adequacy of borrower's classification models...
Persistent link: https://www.econbiz.de/10012429706