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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

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

Loss given default : estimating by the conditional minimum value

Ammari, Mustapha; Lakhnati, Ghizlane - In: International journal of economics and financial issues … 7 (2017) 3, pp. 779-785

Persistent link: https://www.econbiz.de/10011823132

Corporate default prediction model : evidence from the Indian industrial sector

Shilpa Shetty H.; Vincent, Theresa Nithila - In: Vision : the journal of business perspective 28 (2024) 3, pp. 344-360

Persistent link: https://www.econbiz.de/10014634454

Impact of Mortgage Soft Information in Loan Pricing on Default Prediction using Machine Learning

Luong, Mai; Scheule, Harald (Harry); Wanzare, Nitya - 2022

We analyse the impact of soft information on US mortgages for default prediction and provide a new measure for lender soft information that is based on the interest rates offered to borrowers and incremental to public hard information. Hard and soft information provide for a variation in annual...

Persistent link: https://www.econbiz.de/10014236050

Assessing Corporate Credit Risk Transitions and Bankruptcy Prediction on SMEs as a Result of the COVID-19 Pandemic

Altman, Edward I.; Sieradzki, Rafal; Thlon, Michał - 2022

firms whose credit quality deterioration could result in insolvency. What is perhaps surprising is that the most resilient …

Persistent link: https://www.econbiz.de/10013298186

Applying machine learning algorithms to predict default probability in the online credit market : evidence from China

Liu, Yi; Yang, Menglong; Wang, Yudong; Li, Yongshan; … - In: International review of financial analysis 79 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013349857

Customer determinants of used auto loan churn : comparing predictive performance using machine learning techniques

Valluri, Chandrasekhar; Raju, Sudhakar; Patil, Vivek H. - In: Journal of marketing analytics : JMA 10 (2022) 3, pp. 279-296

Persistent link: https://www.econbiz.de/10013390848

Linear discriminant analysis and logistic regression for default probability prediction : the case of an Italian local bank

D'Amato, Antonio; Mastrolia, Emiliano - In: International journal of managerial and financial … 14 (2022) 4, pp. 323-343

Persistent link: https://www.econbiz.de/10013415111

Revisiting SME default predictors : the Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

SME default prediction is a long-standing issue in the finance and management literature. Proper estimates of the SME risk of failure can support policymakers in implementing restructuring policies, rating agencies and credit analytics firms in assessing creditworthiness, public and private...

Persistent link: https://www.econbiz.de/10013472256