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Factorial Network Models to Improve P2P Credit Risk Management
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Factorial Network Models to Improve P2P Credit Risk Management (2019)Factorial Network Models to Improve P2P C…Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms (2019)Network Based Scoring Models …Latent Factor Models for Credit Scoring in P2P Systems (2019)Latent Factor Models for Cred…The use of profit scoring as an alternative to credit scoring systems in peer-to-peer (P2P) lending (2016)The use of profit scoring as …Estimating bank default with generalised extreme value regression models (2015)Estimating bank default with …On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending (2014)Evaluating credit risk and lo…Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)Liaisons dangereuses: Increas…Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Understanding Financial Interconnectedness (2010)Understanding Financial Inter…Statistical merging of rating models (2010)Statistical merging of rating…Modelling profitability using survival combination scores (2007)Modelling profitability using…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…A Coefficient of Agreement for Nominal Scales (1960)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An Econometric Model of the Term Structure of Interest-Rate Swap Yields (1997)Crypto price discovery through correlation networks (2019)Measuring contagion risk in international banking (2019)Modelling Extremal Events (1997)Twitter data models for bank risk contagion (2017)High Frequency Price Change Spillovers in Bitcoin Markets (2019)Bank Runs, Deposit Insurance, and Liquidity (1983)Credit Cycles (1997)The Network of Global Corporate Control (2011)Rethinking the financial network (2013)Strategic and operational management of organizational resilience: Current state of research and future directions (2015)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Credit Rationing in Markets with Imperfect Information (1981)Judging Borrowers by the Company They Keep: Friendship Networks and Information Asymmetry in Online Peer-to-Peer Lending (2012)Risk assessment in social lending via random forests (2015)Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning (2018)The roles of alternative data and machine learning in fintech lending: Evidence from the LendingClub consumer platform (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A novel heterogeneous ensemble credit scoring model based on bstacking approach (2017)Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending (2017)Soft consensus cost models for group decision making and economic interpretations (2019)Bankruptcy prediction using neural networks (1994)Neural network credit scoring models (2000)Determining the Number of Factors in Approximate Factor Models (2002)Network centrality effects in peer to peer lending (2022)Analysis of Yields and Their Determinants in the European Corporate Green Bond Market (2023)Bayesian learning models to measure the relative impact of ESG factors on credit ratings (2023)Introduction to Econophysics (1999)Financial Contagion (2000)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)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)Artificial intelligence in Peer-to-peer lending in India: a cross-case analysis (2022)Leveraging network topology for credit risk assessment in P2P lending: A comparative study under the lens of machine learning (2024)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Measuring Systemic Risk (2016)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)
this work references cited by second hop

References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2012Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk734 cited
  • 2014Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending495 cited
  • 2016The use of profit scoring as an alternative to credit scoring systems in peer-to-peer (P2P) lending253 cited
  • 2015Estimating bank default with generalised extreme value regression models69 cited
  • 2019Latent Factor Models for Credit Scoring in P2P Systems64 cited
  • 2010Statistical merging of rating models61 cited
  • 2019Network Based Scoring Models to Improve Credit Risk Management in Peer to Peer Lending Platforms55 cited
  • 2007Modelling profitability using survival combination scores43 cited
  • 2010Understanding Financial Interconnectedness34 cited

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