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Big Data Credit Report in Credit Risk Management of Consumer Finance
4 references·0 citing·19 second hop
Big Data Credit Report in Credit Risk Management of Consumer Finance (2021)Big Data Credit Report in Credit Risk Man…A dynamic approach merging network theory and credit risk techniques to assess systemic risk in financial networks (2018)A dynamic approach merging ne…Sparse multi-criteria optimization classifier for credit risk evaluation (2017)Sparse multi-criteria optimiz…Illiquidity Component of Credit Risk (2016)Illiquidity Component of Cred…OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (2014)OPTIMAL INVESTMENT IN CREDIT …Neural network credit scoring models (2000)Credit Scoring and Its Applications (2002)Credit scoring with a data mining approach based on support vector machines (2006)Systemic Risk in Financial Systems (2001)Contagion in financial networks (2010)Systemic risk in banking ecosystems (2011)Predicting corporate credit risk: Network contagion via trade credit (2021)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Brownian Motion and Stochastic Calculus (2007)Large-Scale Loan Portfolio Selection (2015)Family optimal investment strategy for a random household expenditure under the CEV model (2019)Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean–variance insurer with ambiguity aversion (2019)Bank Runs, Deposit Insurance, and Liquidity (1983)Global Games and Equilibrium Selection (1993)Demand–Deposit Contracts and the Probability of Bank Runs (2005)Financial Crises: Theory and Evidence (2009)Rollover Risk and Market Freezes (2009)Macroprudential Policies in Open Emerging Economies (2012)
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References

  • 2016Illiquidity Component of Credit Risk91 cited
  • 2014OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK45 cited
  • 2018A dynamic approach merging network theory and credit risk techniques to assess systemic risk in financial networks40 cited
  • 2017Sparse multi-criteria optimization classifier for credit risk evaluation25 cited

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