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Survival mixture models in behavioral scoring
16 references·2 citing·49 second hop
Survival mixture models in behavioral scoring (2015)Survival mixture models in behavioral sco…Dynamic churn prediction framework with more effective use of rare event data: The case of private banking (2014)Dynamic churn prediction fram…A genetic algorithm approach for SMEs bankruptcy prediction: Empirical evidence from Italy (2014)A genetic algorithm approach …The application of brute force logistic regression to corporate credit scoring models: Evidence from Serbian financial statements (2013)The application of brute forc…Improving experimental studies about ensembles of classifiers for bankruptcy prediction and credit scoring (2013)Improving experimental studie…Genetic algorithm-based heuristic for feature selection in credit risk assessment (2013)Genetic algorithm-based heuri…Consumer credit risk: Individual probability estimates using machine learning (2013)Consumer credit risk: Individ…Mixture cure models in credit scoring: If and when borrowers default (2011)Mixture cure models in credit…Consumer Credit Models: Pricing, Profit and Portfolios (2010)Consumer Credit Models: Prici…Modelling credit risk of portfolio of consumer loans (2009)Modelling credit risk of port…Credit scoring with macroeconomic variables using survival analysis (2008)Credit scoring with macroecon…Survival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…Time will tell: behavioural scoring and the dynamics of consumer credit assessment (2001)Time will tell: behavioural s…A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)A survey of credit and behavi…Not if but When will Borrowers Default (1999)Not if but When will Borrower…Concomitant-Variable Latent-Class Models (1988)Concomitant-Variable Latent-C…Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Methodological Issues Related…COSLE: Cost sensitive loan evaluation for P2P lending (2021)COSLE: Cost sensitive loan ev…A semi-parametric ensemble model for profit evaluation and investment decisions in online consumer loans with prepayments (2021)A semi-parametric ensemble mo…The Pricing of Options and Corporate Liabilities (1973)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Recent developments in consumer credit risk assessment (2007)A comparative assessment of ensemble learning for credit scoring (2010)A Theory of the Consumption Function (1958)Understanding Consumption (1992)Understanding Interaction Models: Improving Empirical Analyses (2005)Forecasting and stress testing credit card default using dynamic models (2013)Time to default in credit scoring using survival analysis: a benchmark study (2016)Financial Ratios As Predictors of Failure (1966)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Limited-dependent and qualitative variables in econometrics (1983)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Do Managers Withhold Bad News? 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A correlated-adjusted decision forest proposal (2015)An artificial intelligence system for predicting customer default in e-commerce (2018)Banking credit worthiness: Evaluating the complex relationships (2018)What's In A Name? Malay Seals As Onomastic Sources (2018)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Positive Accounting Theory (1985)Dynamic prediction of financial distress using Malmquist DEA (2017)A bibliometric study on intelligent techniques of bankruptcy prediction for corporate firms (2019)Bankruptcy prediction for small- and medium-sized companies using severely imbalanced datasets (2019)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Loan default prediction by combining soft information extracted from descriptive text in online peer-to-peer lending (2017)Predicting mortgage default using convolutional neural networks (2018)A New Perspective of Performance Comparison among Machine Learning Algorithms for Financial Distress Prediction (2019)Latent Structure Analysis. (1969)Exploratory Latent Structure Analysis Using Both Identifiable and Unidentifiable Models (1974)Latent Variable Regression for Multiple Discrete Outcomes (1997)Second-generation structural equation modeling with a combination of categorical and continuous latent variables: New opportunities for latent class–latent growth modeling. (2001)7. Multilevel Latent Class Models (2003)Latent Structure Analysis (2014)
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References

  • 1984Methodological Issues Related to the Estimation of Financial Distress Prediction Models2,889 cited
  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 1988Concomitant-Variable Latent-Class Models496 cited
  • 2013Genetic algorithm-based heuristic for feature selection in credit risk assessment430 cited
  • 2002Survival Analysis Methods for Personal Loan Data266 cited
  • 2008Credit scoring with macroeconomic variables using survival analysis232 cited
  • 2013Consumer credit risk: Individual probability estimates using machine learning196 cited
  • 1999Not if but When will Borrowers Default191 cited
  • 2013Improving experimental studies about ensembles of classifiers for bankruptcy prediction and credit scoring150 cited
  • 2014A genetic algorithm approach for SMEs bankruptcy prediction: Empirical evidence from Italy141 cited
  • 2011Mixture cure models in credit scoring: If and when borrowers default127 cited
  • 2014Dynamic churn prediction framework with more effective use of rare event data: The case of private banking98 cited
  • 2013The application of brute force logistic regression to corporate credit scoring models: Evidence from Serbian financial statements81 cited
  • 2010Consumer Credit Models: Pricing, Profit and Portfolios

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75 cited
  • 2001Time will tell: behavioural scoring and the dynamics of consumer credit assessment74 cited
  • 2009Modelling credit risk of portfolio of consumer loans61 cited
  • Cited by

    • 2021COSLE: Cost sensitive loan evaluation for P2P lending15 cited
    • 2021A semi-parametric ensemble model for profit evaluation and investment decisions in online consumer loans with prepayments14 cited