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Machine learning models and cost-sensitive decision trees for bond rating prediction

Jabeur, Sami Ben; Sadaaoui, Amir; Sghaier, Asma; Aloui, … - In: Journal of the Operational Research Society 71 (2020) 8, pp. 1161-1179

Persistent link: https://www.econbiz.de/10012264550

Prediction and explanation in credit scoring problems : a comparison between artificial neural networks and logit model

Bravo, Edgardo R.; Talavera, Alvaro G.; Rodriguez … - In: Data analytics applications in Latin America and …, (pp. 141-157). 2017

Persistent link: https://www.econbiz.de/10011719198

Credit default prediction using a support vector machine and a probabilistic neural network

Abedin, Mohammad Zoynul; Chi, Guotai; Colombage, Sisira; … - In: The journal of credit risk : published quarterly by … 14 (2018) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10011917538

Neuronale Netze in der Ökonomie : Grundlagen und finanzwirtschaftliche Anwendungen

Rehkugler, Heinz (ed.); Zimmermann, Hans-Georg (contributor) - 1994

Persistent link: https://www.econbiz.de/10014013144

Statistische Klassifizierungsverfahren : neue Ansätze zur Reduzierung des Vorhersagefehlers

Herold, Silke - 1997 - 1. Aufl

Persistent link: https://www.econbiz.de/10000959294

The bayesian additive classification tree applied to credit risk modelling

Zhang, Junni L. (contributor); Härdle, Wolfgang (contributor) - 2008

We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive Classification Tree (BACT), which extends the Bayesian Additive Regression Tree (BART) method into the classification context. Like BART, the BACT is a Bayesian nonparametric additive...