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Censored regression techniques for credit scoring : a case study for the Commercial Bank of Zimbabwe (Bulawayo)

Hlongwane, Thandekile; Mdlongwa, Precious; Nare, Hausitoe; … - In: International journal of economics and finance 6 (2014) 10, pp. 227-242

Persistent link: https://www.econbiz.de/10010422923

Pricing black-scholes options with correlated credit risk and jump risk

Xu, Weidong; Xu, Weijun; Xiao, Weilin - In: Applied economics letters 22 (2015) 1/3, pp. 87-93

Persistent link: https://www.econbiz.de/10010482058

A deep learning approach to estimate forward default intensities

Divernois, Marc-Aurèle - 2020 - Preliminary draft

This paper proposes a machine learning approach to estimate physical forward default intensities. Default probabilities … default process. The major contribution to previous literature is to allow the estimation of non-linear forward intensities by …

Persistent link: https://www.econbiz.de/10012419329

Predicting cryptocurrency defaults

Grobys, Klaus; Sapkota, Niranjan - In: Applied economics 52 (2020) 46, pp. 5060-5076

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Decreasing information asymmetry by sharing business data : a case of business non-payers sharing agency

Perko, Igor; Mlinaric̆, Franjo - In: International journal of risk assessment and management … 19 (2016) 1/2, pp. 54-67

Persistent link: https://www.econbiz.de/10011584795

Neural networks VS discriminant analysis in the assessment of default

Wójcicka, Aleksandra - In: Annales Universitatis Mariae Curie-Skłodowska / H 51 (2017) 5, pp. 339-349

Persistent link: https://www.econbiz.de/10011990622

Capacity of neural networks and discriminant analysis in classifying potential debtors

Piasecki, Krzysztof; Wójcicka-Wójtowicz, Aleksandra - In: Folia oeconomica Stetinensia : FOS 17 (2017) 2, pp. 129-143

Persistent link: https://www.econbiz.de/10011931015

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 macroeconomic model of credit risk in Uruguay

Illanes, Gabriel; Peña Sánchez, Alejandro Rubén; … - In: Revista brasileira de economia : RBE ; revista da … 70 (2016) 4, pp. 441-455

Persistent link: https://www.econbiz.de/10011787685

Impact of mortgage soft information in loan pricing on default prediction using machine learning

Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - In: International review of finance : the official journal … 23 (2023) 1, pp. 158-186

Persistent link: https://www.econbiz.de/10014251350

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