SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods
16 references·0 citing·42 second hop
Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods (2021)Machine learning methods for short-term p…Multivariate ordinal regression models: an analysis of corporate credit ratings (2018)Multivariate ordinal regressi…Time to default in credit scoring using survival analysis: a benchmark study (2016)Time to default in credit sco…Credit Risk Analytics (2016)Credit Risk AnalyticsBenchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Benchmarking state-of-the-art…An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market (2015)An empirical comparison of cl…13th Workshop on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (2013)13th Workshop on Algorithmic …Credit risk management: A multicriteria approach to assess creditworthiness (2012)Credit risk management: A mul…A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach (2011)A corporate credit rating mod…Support vector machines for credit scoring and discovery of significant features (2008)Support vector machines for c…Corporate credit risk modeling and the macroeconomy (2006)Corporate credit risk modelin…Linear and non-linear credit scoring by combining logistic regression and support vector machines (2005)Linear and non-linear credit …Good practice in retail credit scorecard assessment (2005)Good practice in retail credi…Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)A survey of credit and behavi…Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Statistical Classification Me…A Computer Method for Calculating Kendall's Tau with Ungrouped Data (1966)A Computer Method for Calcula…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)Recent developments in consumer credit risk assessment (2007)A comparative assessment of ensemble learning for credit scoring (2010)Neural network credit scoring models (2000)The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)Rank Correlation Methods. (1949)Rank Correlation Methods. (1957)Ordinal Measures of Association (1958)Exponential smoothing weighted correlations (2012)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)A Weighted Correlation Index for Rankings with Ties (2015)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Recovery rates, default probabilities, and the credit cycle (2009)Modeling the effect of macroeconomic factors on corporate default and credit rating transitions (2011)Distressed Firm and Bankruptcy Prediction in an International Context: A Review and Empirical Analysis of Altman's Z-Score Model (2014)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit scoring with a data mining approach based on support vector machines (2006)Machine Learning in Financial Crisis Prediction: A Survey (2011)An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data (2012)Credit scoring using the clustered support vector machine (2014)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)Comparing the learning effectiveness of BP, ELM, I-ELM, and SVM for corporate credit ratings (2013)Selection of Support Vector Machines based classifiers for credit risk domain (2014)A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method (2018)Credit Scoring and Its Applications (2002)Survival Analysis Methods for Personal Loan Data (2002)A Novel behavioral scoring model for estimating probability of default over time in peer-to-peer lending (2017)Computational approaches and data analytics in financial services: A literature review (2019)A survival analysis of public guaranteed loans: Does financial intermediary matter? (2021)Credit scoring for profitability objectives (2009)Classification methods applied to credit scoring: Systematic review and overall comparison (2016)Approaches for credit scorecard calibration: An empirical analysis (2017)'It's Reducing a Human Being to a Percentage' (2018)Machine Learning and Natural Language Processing in Mental Health: Systematic Review (2020)Consumer credit-risk models via machine-learning algorithms (2010)
this work references cited by second hop

References

  • 2015Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research1,277 cited
  • 1997Statistical Classification Methods in Consumer Credit Scoring: A Review1,039 cited
  • 2003Benchmarking state-of-the-art classification algorithms for credit scoring903 cited
  • 2000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers744 cited
  • 2008Support vector machines for credit scoring and discovery of significant features336 cited
  • 1966A Computer Method for Calculating Kendall's Tau with Ungrouped Data323 cited
  • 2006Corporate credit risk modeling and the macroeconomy253 cited
  • 2011A corporate credit rating model using multi-class support vector machines with an ordinal pairwise partitioning approach165 cited
  • 2016Time to default in credit scoring using survival analysis: a benchmark study120 cited
  • 2005Good practice in retail credit scorecard assessment117 cited
  • 2015An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market114 cited
  • 2016Credit Risk Analytics93 cited
  • 2005Linear and non-linear credit scoring by combining logistic regression and support vector machines62 cited
  • 201313th Workshop on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

59 cited
  • 2018Multivariate ordinal regression models: an analysis of corporate credit ratings53 cited
  • 2012Credit risk management: A multicriteria approach to assess creditworthiness46 cited
  • Cited by

    No citing works inside the corpus for this window.