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Credit risk analysis using machine learning algorithms
10 references·3 citing·44 second hop
Credit risk analysis using machine learning algorithms (2018)Credit risk analysis using machine learni…Knowledge discovery using neural approach for SME’s credit risk analysis problem in Turkey (2011)Knowledge discovery using neu…A comparative assessment of ensemble learning for credit scoring (2010)A comparative assessment of e…Support vector machines for default prediction of SMEs based on technology credit (2009)Support vector machines for d…Least squares support vector machines ensemble models for credit scoring (2009)Least squares support vector …A data driven ensemble classifier for credit scoring analysis (2009)A data driven ensemble classi…Comparison procedure of predicting the time to default in behavioural scoring (2008)Comparison procedure of predi…Credit scoring with a data mining approach based on support vector machines (2006)Credit scoring with a data mi…Prognostic personal credit risk model considering censored information (2005)Prognostic personal credit ri…Time will tell: behavioural scoring and the dynamics of consumer credit assessment (2001)Time will tell: behavioural s…Not if but When will Borrowers Default (1999)Not if but When will Borrower…An Assertive Machine Learning Model for Rural Micro Credit Assessment in Peru (2022)An Assertive Machine Learning…Comparative Analysis of Machine Learning Models on Loan Risk Analysis (2021)Comparative Analysis of Machi…The Risk Prediction of Mobile User Tricking Account Overdraft Limit based on Fusion Model of Logistic and GBDT (2019)The Risk Prediction of Mobile…A comparison of neural networks and linear scoring models in the credit union environment (1996)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)An integrated data mining and behavioral scoring model for analyzing bank customers (2004)On the modelling of prognosis from delinquency to normal performance on retail consumer loans (2016)Applications of Artificial Intelligence in commercial banks – A research agenda for behavioral finance (2020)AI Applications for Financial Risk Management (2023)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)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)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)A new hybrid ensemble credit scoring model based on classifiers consensus system approach (2016)A Comparative Performance Assessment of Ensemble Learning for Credit Scoring (2020)Neural network credit scoring models (2000)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Integrating learning styles and adaptive e-learning system: Current developments, problems and opportunities (2015)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications (2000)Modeling Credit Risk for Smes: Evidence from the Us Market (2005)Bankruptcy prediction of small- and medium-sized enterprises in Poland based on the LDA and SVM methods (2021)Effects of cloud computing assimilation on supply chain financing risks of SMEs (2021)Quantitative Methods in Credit Management: A Survey (1994)Neural network survival analysis for personal loan data (2005)Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics (2006)Mixture cure models in credit scoring: If and when borrowers default (2011)Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)The impact of sample bias on consumer credit scoring performance and profitability (2005)Credit scoring for profitability objectives (2009)Transition matrix models of consumer credit ratings (2011)Credit Scoring and Its Applications (2002)Online big data-driven oil consumption forecasting with Google trends (2018)The ensemble approach to forecasting: A review and synthesis (2021)Financial Ratios As Predictors of Failure (1966)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Credit scoring models for the microfinance industry using neural networks: Evidence from Peru (2012)Global stock market investment strategies based on financial network indicators using machine learning techniques (2018)Machine Learning for Financial Risk Management: A Survey (2020)An application of the cox proportional hazards model to bank failure (1986)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Technology credit scoring model considering both SME characteristics and economic conditions: The Korean case (2009)Multiple instance learning for credit risk assessment with transaction data (2018)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)Machine behaviour (2019)
this work references cited by second hop

References

  • 2006Credit scoring with a data mining approach based on support vector machines805 cited
  • 2010A comparative assessment of ensemble learning for credit scoring501 cited
  • 2009Support vector machines for default prediction of SMEs based on technology credit221 cited
  • 1999Not if but When will Borrowers Default191 cited
  • 2009A data driven ensemble classifier for credit scoring analysis161 cited
  • 2009Least squares support vector machines ensemble models for credit scoring159 cited
  • 2001Time will tell: behavioural scoring and the dynamics of consumer credit assessment74 cited
  • 2011Knowledge discovery using neural approach for SME’s credit risk analysis problem in Turkey44 cited
  • 2005Prognostic personal credit risk model considering censored information41 cited
  • 2008Comparison procedure of predicting the time to default in behavioural scoring40 cited

Cited by

  • 2021Comparative Analysis of Machine Learning Models on Loan Risk Analysis12 cited
  • 2022An Assertive Machine Learning Model for Rural Micro Credit Assessment in Peru11 cited
  • 2019The Risk Prediction of Mobile User Tricking Account Overdraft Limit based on Fusion Model of Logistic and GBDT6 cited

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