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DMDP: A Dynamic Multi-source Default Probability Prediction Framework
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DMDP: A Dynamic Multi-source Default Probability Prediction Framework (2019)DMDP: A Dynamic Multi-source Default Prob…Stock Price Prediction via Discovering Multi-Frequency Trading Patterns (2017)Stock Price Prediction via Di…Credit scoring using the clustered support vector machine (2014)Credit scoring using the clus…A comparative assessment of ensemble learning for credit scoring (2010)A comparative assessment of e…The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)The comparisons of data minin…Using neural network ensembles for bankruptcy prediction and credit scoring (2007)Using neural network ensemble…Credit risk assessment with a multistage neural network ensemble learning approach (2007)Credit risk assessment with a…Credit scoring with a data mining approach based on support vector machines (2006)Credit scoring with a data mi…A two-stage hybrid credit scoring model using artificial neural networks and multivariate adaptive regression splines (2005)A two-stage hybrid credit sco…Mining the customer credit using classification and regression tree and multivariate adaptive regression splines (2004)Mining the customer credit us…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…Neural network credit scoring models (2000)Neural network credit scoring…Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Statistical Classification Me…Credit risk measurement: Developments over the last 20 years (1997)Credit risk measurement: Deve…A comparison of neural networks and linear scoring models in the credit union environment (1996)A comparison of neural networ…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…A Stochastic Approximation Method (1951)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE (2011)Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (2021)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems (2010)Statistical and machine learning models in credit scoring: A systematic literature survey (2020)A Discriminant Analysis of Predictors of Business Failure (1972)Consumer credit-risk models via machine-learning algorithms (2010)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Bank Capital Regulation in Contemporary Banking Theory: A Review of the Literature (2001)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)Machine Learning in Financial Crisis Prediction: A Survey (2011)Machine Learning in Banking Risk Management: A Literature Review (2019)A Review on Fairness in Machine Learning (2022)Machine behaviour (2019)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1997Statistical Classification Methods in Consumer Credit Scoring: A Review1,039 cited
  • 2000Neural network credit scoring models1,032 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2003Benchmarking state-of-the-art classification algorithms for credit scoring903 cited
  • 2008The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients881 cited
  • 1997Credit risk measurement: Developments over the last 20 years806 cited
  • 2006Credit scoring with a data mining approach based on support vector machines805 cited
  • 1996A comparison of neural networks and linear scoring models in the credit union environment522 cited
  • 2007Using neural network ensembles for bankruptcy prediction and credit scoring514 cited
  • 2010A comparative assessment of ensemble learning for credit scoring501 cited
  • 2017Stock Price Prediction via Discovering Multi-Frequency Trading Patterns476 cited
  • 2005A two-stage hybrid credit scoring model using artificial neural networks and multivariate adaptive regression splines389 cited
  • 2004Mining the customer credit using classification and regression tree and multivariate adaptive regression splines

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378 cited
  • 2007Credit risk assessment with a multistage neural network ensemble learning approach310 cited
  • 2014Credit scoring using the clustered support vector machine269 cited
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