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A logistic regression model for consumer default risk
5 references·4 citing·36 second hop
A logistic regression model for consumer default risk (2020)A logistic regression model for consumer …Key Determinants of Non-performing Loans: New Evidence from a Global Sample (2015)Key Determinants of Non-perfo…Recent developments in consumer credit risk assessment (2007)Recent developments in consum…Default probabilities in a corporate bank portfolio: A logistic model approach (2001)Default probabilities in a co…A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)A survey of credit and behavi…Predicting a corporate credit analyst's risk estimate by logistic and linear models (1999)Predicting a corporate credit…Enhancing transparency and fairness in automated credit decisions: an explainable novel hybrid machine learning approach (2024)Enhancing transparency and fa…Enhancing credit scoring accuracy with a comprehensive evaluation of alternative data (2024)Enhancing credit scoring accu…Credit risk assessment of small and micro enterprise based on machine learning (2024)Credit risk assessment of sma…A spatial–temporal graph-based AI model for truck loan default prediction using large-scale GPS trajectory data (2024)A spatial–temporal graph-base…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)A comparative assessment of ensemble learning for credit scoring (2010)Statistical Models of Bond Ratings: A Methodological Inquiry (1979)Corporate financial distress : a complete guide to predicting, avoiding, and dealing with bankruptcy (1983)Financial statement analysis (2007)A hybrid approach to integrate genetic algorithm into dual scoring model in enhancing the performance of credit scoring model (2011)Credit scoring for microfinance: is it worth it? (2011)Do environment, social and governance performance impact credit ratings: a study from India (2019)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)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Limited-dependent and qualitative variables in econometrics (1983)Predicting probability of default of Indian corporate bonds: logistic and Z‐score model approaches (2006)Financial distress and its determinants: Evidence from insurance companies in Ethiopia (2021)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Econometric Analysis of Cross Section and Panel Data (2001)Non-performing loans and financial development: new evidence (2019)The determinants of banks' credit risk: Review of the literature and future research agenda (2020)Climate sentiments, transition risk, and financial stability in a stock-flow consistent model (2021)Credit scoring with a data mining approach based on support vector machines (2006)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Financial Ratios As Predictors of Failure (1966)Constructing a Data‐Driven Society: China's Social Credit System as a State Surveillance Infrastructure (2018)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)Machine learning models and bankruptcy prediction (2017)17. A Value for n-Person Games (1953)Algorithmic Bias? An Empirical Study of Apparent Gender-Based Discrimination in the Display of STEM Career Ads (2019)CatBoost model and artificial intelligence techniques for corporate failure prediction (2021)When Life Gives You AI, Will You Turn It Into A Market for Lemons? Understanding How Information Asymmetries About AI System Capabilities Affect Market Outcomes and Adoption (2026)
this work references cited by second hop

References

  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 2007Recent developments in consumer credit risk assessment472 cited
  • 2015Key Determinants of Non-performing Loans: New Evidence from a Global Sample320 cited
  • 2001Default probabilities in a corporate bank portfolio: A logistic model approach158 cited
  • 1999Predicting a corporate credit analyst's risk estimate by logistic and linear models108 cited

Cited by

  • 2024Enhancing transparency and fairness in automated credit decisions: an explainable novel hybrid machine learning approach41 cited
  • 2024Credit risk assessment of small and micro enterprise based on machine learning39 cited
  • 2024Enhancing credit scoring accuracy with a comprehensive evaluation of alternative data27 cited
  • 2024A spatial–temporal graph-based AI model for truck loan default prediction using large-scale GPS trajectory data18 cited

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