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Loan default prediction using a credit rating-specific and multi-objective ensemble learning scheme
12 references·3 citing·51 second hop
Loan default prediction using a credit rating-specific and multi-objective ensemble learning scheme (2023)Loan default prediction using a credit ra…Multi-view ensemble learning based on distance-to-model and adaptive clustering for imbalanced credit risk assessment in P2P lending (2020)Multi-view ensemble learning …Cost-sensitive business failure prediction when misclassification costs are uncertain: A heterogeneous ensemble selection approach (2020)Cost-sensitive business failu…A review on genetic algorithm: past, present, and future (2020)A review on genetic algorithm…A benchmark of machine learning approaches for credit score prediction (2020)A benchmark of machine learni…2-stage modified random forest model for credit risk assessment of P2P network lending to “Three Rurals” borrowers (2020)2-stage modified random fores…Rule-based credit risk assessment model using multi-objective evolutionary algorithms (2019)Rule-based credit risk assess…Machine learning models and cost-sensitive decision trees for bond rating prediction (2019)Machine learning models and c…Determinants of Borrowers’ Default in P2P Lending under Consideration of the Loan Risk Class (2018)Determinants of Borrowers’ De…Credit Risk Analysis Using Machine and Deep Learning Models (2018)Credit Risk Analysis Using Ma…Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending (2017)Cost-sensitive boosted tree f…Financial credit risk assessment: a recent review (2015)Financial credit risk assessm…Parameterizing credit risk models with rating data (2001)Parameterizing credit risk mo…Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts (2025)Unleashing the power of text …Transforming credit risk assessment: A systematic review of AI and machine learning applications (2025)Transforming credit risk asse…Class imbalance Bayesian model averaging for consumer loan default prediction: The role of soft credit information (2024)Class imbalance Bayesian mode…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Credit risk measurement: Developments over the last 20 years (1997)The Declining Credit Quality of U.S. Corporate Debt: Myth or Reality? (1998)Avoiding the rating bounce: why rating agencies are slow to react to new information (2004)Measuring the Default Risk of Small Business Loans: A Survival Analysis Approach (2005)Handbook of Financial Engineering (2008)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Bankruptcy prediction in banks and firms via statistical and intelligent techniques – A review (2006)Forecasting bank failures and stress testing: A machine learning approach (2018)Integration of unsupervised and supervised machine learning algorithms for credit risk assessment (2019)Multi-class misclassification cost matrix for credit ratings in peer-to-peer lending (2020)PORTFOLIO SELECTION* (1952)Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters (2005)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Peer to Peer (P2P) Lending Problems and Potential Solutions: A Systematic Literature Review (2019)Two-stage consumer credit risk modelling using heterogeneous ensemble learning (2019)A Comparative Performance Assessment of Ensemble Learning for Credit Scoring (2020)The Estimation of the Lorenz Curve and Gini Index (1972)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Consumer credit-risk models via machine-learning algorithms (2010)Bayesian regularized artificial neural networks for the estimation of the probability of default (2019)Deep learning for credit scoring: Do or don’t? (2021)Corporate finance risk prediction based on LightGBM (2022)Mastering Data Mining: The Art and Science of Customer Relationship Management (2000)Neural network credit scoring models (2000)Genetic algorithm-based heuristic for feature selection in credit risk assessment (2013)Are incumbent banks bygones in the face of digital transformation? (2020)Integrating data augmentation and hybrid feature selection for small sample credit risk assessment with high dimensionality (2022)Consumer credit risk assessment: A review from the state-of-the-art classification algorithms, data traits, and learning methods (2023)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Fundamentals of Corporate Finance (2018)Tax Default Prediction Using Feature Transformation-Based Machine Learning (2020)Ensemble Methods in Customer Churn Prediction: A Comparative Analysis of the State-of-the-Art (2023)Machine learning techniques in bankruptcy prediction: A systematic literature review (2024)Trust and Credit: The Role of Appearance in Peer-to-peer Lending (2012)Evaluating credit risk and loan performance in online Peer-to-Peer (P2P) lending (2014)New model combination meta-learner to improve accuracy prediction P2P lending with stacking ensemble learning (2023)A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior (1980)Customer churn prediction using improved balanced random forests (2008)Description-text related soft information in peer-to-peer lending – Evidence from two leading European platforms (2015)A sustainability evaluation framework for WET-PPP projects based on a picture fuzzy similarity-based VIKOR method (2020)A Comparative Study of Demand Forecasting Models for a Multi-Channel Retail Company: A Novel Hybrid Machine Learning Approach (2022)Energy demand forecasting in China: A support vector regression-compositional data second exponential smoothing model (2022)Instance-based credit risk assessment for investment decisions in P2P lending (2015)Risk assessment in social lending via random forests (2015)Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction (2022)Algorithmic discrimination in the credit domain: what do we know about it? (2023)Machine Learning for Credit Risk Prediction: A Systematic Literature Review (2023)Information fusion-based genetic algorithm with long short-term memory for stock price and trend prediction (2022)A Comprehensive Review on RSM-Coupled Optimization Techniques and Its Applications (2023)Challenges in developing cell culture media using machine learning (2023)
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References

  • 2020A review on genetic algorithm: past, present, and future4,644 cited
  • 2018Credit Risk Analysis Using Machine and Deep Learning Models318 cited
  • 2020A benchmark of machine learning approaches for credit score prediction253 cited
  • 2015Financial credit risk assessment: a recent review234 cited
  • 2001Parameterizing credit risk models with rating data196 cited
  • 2017Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending189 cited
  • 2020Multi-view ensemble learning based on distance-to-model and adaptive clustering for imbalanced credit risk assessment in P2P lending102 cited
  • 20202-stage modified random forest model for credit risk assessment of P2P network lending to “Three Rurals” borrowers97 cited
  • 2019Rule-based credit risk assessment model using multi-objective evolutionary algorithms77 cited
  • 2020Cost-sensitive business failure prediction when misclassification costs are uncertain: A heterogeneous ensemble selection approach71 cited
  • 2019Machine learning models and cost-sensitive decision trees for bond rating prediction66 cited
  • 2018Determinants of Borrowers’ Default in P2P Lending under Consideration of the Loan Risk Class59 cited

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  • 2025Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts27 cited

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2025
Transforming credit risk assessment: A systematic review of AI and machine learning applications
17 cited
  • 2024Class imbalance Bayesian model averaging for consumer loan default prediction: The role of soft credit information15 cited