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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

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

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

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

Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities

Sigrist, Fabio Roman Albert; Leuenberger, Nicola - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1390-1406

Persistent link: https://www.econbiz.de/10013498806

Prediction of Default Risk in Peer-to-Peer Lending Using Structured and Unstructured Data

Young Lee, Jei - 2022

Using data from Lending Club, we analyzed funded loans between 2012 and 2013, the default status of which were mostly known in 2018. Our results showed that both the borrower characteristics and the conditions of the loan were significantly associated with the loan default rate. Results also...

Persistent link: https://www.econbiz.de/10013307284

A transformer-based model for default prediction in mid-cap corporate markets

Korangi, Kamesh; Mues, Christophe; Bravo, Cristián - In: European journal of operational research : EJOR 308 (2023) 1, pp. 306-320

Persistent link: https://www.econbiz.de/10014283041

Predicting loss given default of unsecured consumer loans with time-varying survival scores

Li, Aimin; Li, Zhiyong; Bellotti, Anthony - In: Pacific-Basin finance journal 78 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014463798

Does credit rating provide incremental predictive power on a firm's future financial distress? : Evidence from China

Yan, Lina; Hu, Yao; Li, Minghuan; Chan, Kam C. - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 12, pp. 3798-3812

Persistent link: https://www.econbiz.de/10014384859

Predicting SMEs' default risk : evidence from bank-firm relationship data

Modina, Michele; Pietrovito, Filomena; Gallucci, Carmen; … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 254-268

Persistent link: https://www.econbiz.de/10014429709

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