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Statistical merging of rating models
7 references·13 citing·49 second hop
Statistical merging of rating models (2010)Statistical merging of rating modelsRecent developments in consumer credit risk assessment (2007)Recent developments in consum…Early warning systems for sovereign debt crises: The role of heterogeneity (2006)Early warning systems for sov…Modeling Credit Risk for Smes: Evidence from the Us Market (2005)Modeling Credit Risk for Smes…Economic and statistical measures of forecast accuracy (2000)Economic and statistical meas…An Econometric Model of the Term Structure of Interest-Rate Swap Yields (1997)An Econometric Model of the T…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…A Coefficient of Agreement for Nominal Scales (1960)A Coefficient of Agreement fo…An improved sparrow search algorithm optimized LightGBM approach for credit risk prediction of SMEs in supply chain finance (2024)An improved sparrow search al…SME default prediction: A systematic methodology-focused review (2023)SME default prediction: A sys…Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default (2022)Financial ratios, corporate g…Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market (2020)Combining multiple probabilit…Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms (2019)Network Based Scoring Models …Measuring contagion risk in international banking (2019)Measuring contagion risk in i…High Frequency Price Change Spillovers in Bitcoin Markets (2019)High Frequency Price Change S…Factorial Network Models to Improve P2P Credit Risk Management (2019)Factorial Network Models to I…Crypto price discovery through correlation networks (2019)Crypto price discovery throug…Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction (2017)Variable selection in high‐di…Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach (2016)Corporate Default Prediction …Estimating bank default with generalised extreme value regression models (2015)Estimating bank default with …A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models (2015)A comparative analysis of the…Comparing Predictive Accuracy (1994)Estimating long-run relationships from dynamic heterogeneous panels (1995)Macro-Financial Vulnerabilities and Future Financial Stress - Assessing Systemic Risks and Predicting Systemic Events (2011)Fitting and Forecasting Sovereign Defaults using Multiple Risk Signals (2013)The leverage ratio, risk-taking and bank stability (2020)Econometric Analysis of Panel Data (2021)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)A new two-stage hybrid approach of credit risk in banking industry (2008)The financing of innovative SMEs: A multicriteria credit rating model (2015)Climate risks and financial stability: Evidence from the European financial system (2023)The Pricing of Options and Corporate Liabilities (1973)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Neural network credit scoring models (2000)CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)Machine Learning in Financial Crisis Prediction: A Survey (2011)A review of trade credit literature: Opportunities for research in operations (2013)Modelling Extremal Events (1997)Twitter data models for bank risk contagion (2017)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)Time Series Analysis Forecasting and Control. 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this work references cited by second hop

References

  • 1960A Coefficient of Agreement for Nominal Scales42,335 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1997An Econometric Model of the Term Structure of Interest-Rate Swap Yields793 cited
  • 2007Recent developments in consumer credit risk assessment472 cited
  • 2000Economic and statistical measures of forecast accuracy401 cited
  • 2005Modeling Credit Risk for Smes: Evidence from the Us Market146 cited
  • 2006Early warning systems for sovereign debt crises: The role of heterogeneity83 cited

Cited by

  • 2019Crypto price discovery through correlation networks95 cited
  • 2019Measuring contagion risk in international banking78 cited
  • 2015Estimating bank default with generalised extreme value regression models69 cited
  • 2019High Frequency Price Change Spillovers in Bitcoin Markets61 cited
  • 2019Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms55 cited
  • 2023SME default prediction: A systematic methodology-focused review45 cited
  • 2015A comparative analysis of the UK and Italian small businesses using Generalised Extreme Value models43 cited
  • 2020

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Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market
35 cited
  • 2024An improved sparrow search algorithm optimized LightGBM approach for credit risk prediction of SMEs in supply chain finance33 cited
  • 2017Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction24 cited
  • 2016Corporate Default Prediction Model Averaging: A Normative Linear Pooling Approach23 cited
  • 2022Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default21 cited
  • 2019Factorial Network Models to Improve P2P Credit Risk Management20 cited