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A credit risk assessment model based on SVM for small and medium enterprises in supply chain finance
Zhang, Lang; Hu, Haiqing; Zhang, Dan - In: Financial innovation : FIN 1 (2015) 14, pp. 1-21
, rather than only assessing an SME’s repayment ability. The aim of this paper is to research credit risk assessment models for … improve the credit rating status in the process of SME financing. (2)By analyzing and comparing the empirical results, we find … that the SVM assessment model, on evaluating the SME credit risk, is more effective than the BP neural network assessment …
Persistent link: https://www.econbiz.de/10011541786
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Design of adaptive Elman networks for credit risk assessment
Corazza, Marco; De March, Davide; Tollo, Giacomo di - In: Quantitative finance 21 (2021) 2, pp. 323-340
Persistent link: https://www.econbiz.de/10012424593
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Clues from networks : quantifying relational risk for credit risk evaluation of SMEs
Long, Jingjing; Jiang, Cuiqing; Dimitrov, Stanko; Wang, Zhao - In: Financial innovation : FIN 8 (2022), pp. 1-41
Owing to information asymmetry, evaluating the credit risk of small- and medium-sized enterprises (SMEs) is difficult. While previous studies evaluating the credit risk of SMEs have mostly focused on intrinsic risk generated by SMEs, our study considers both intrinsic and relational risks...
Persistent link: https://www.econbiz.de/10013413115
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Impact of enterprises relationship on ML's ability to forecast SME's credit risk in SCF : a research based on complex network
Peng, Qiaosheng; Chi, Xie; Li, Jing; Zhu, You; Wang, … - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 11, pp. 2594-2612
Persistent link: https://www.econbiz.de/10015049754
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The risk management of commercial banks : credit-risk assessment of enterprises
Luo, Na; Yang, Jiayi; Zhu, Yuanfeng; Zhang, Yu - In: International journal of economics and finance 8 (2016) 9, pp. 69-77
Persistent link: https://www.econbiz.de/10011541908
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A soft intelligent risk evaluation model for credit scoring classificatioin
Khashei, Mehdi; Mirahmadi, Akram - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 411-422
Risk management is one of the most important branches of business and finance. Classification models are the most popular and widely used analytical group of data mining approaches that can greatly help financial decision makers and managers to tackle credit risk problems. However, the...
Persistent link: https://www.econbiz.de/10011408703
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A Deep Neural Network (DNN) based classification model in application to loan default prediction
Bayraci, Selçuk; Susuz, Orkun - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 75-84
Persistent link: https://www.econbiz.de/10012431899
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A confidence-based rbf neural network ensemble learning paradigm with application to delinquent prediction for credit risk management
Yu, Lean; Wang, Shouyang - In: Business intelligence in economic forecasting : …, (pp. 105-117). 2010
Persistent link: https://www.econbiz.de/10003994008
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Deep xVA Solver – A Neural Network Based Counterparty Credit Risk Management Framework
Gnoatto, Alessandro - 2020
In this paper, we present a novel computational framework for portfolio-wide risk management problems where the presence of a potentially large number of risk factors makes traditional numerical techniques ineffective.The new method utilises a coupled system of BSDEs for the valuation...
Persistent link: https://www.econbiz.de/10012834865
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Credit risk management and business intelligence approach of the banking sector in Jordan
Alzeaideen, Khaled Abdulwahab - In: Cogent business & management 6 (2019), pp. 1-9
Banking segment is one of the ultimate key segments that support the sustainable economic progress in Jordan. Hence, banks in Jordan are considered as tremendously significant financial establishments that pursue profit by providing various financial services to various customers through dealing...
Persistent link: https://www.econbiz.de/10012621606