SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting nonperforming loans using machine learning
16 references·0 citing·45 second hop
Forecasting nonperforming loans using machine learning (2023)Forecasting nonperforming loans using mac…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Economic policy uncertainty and banks’ loan pricing (2019)Economic policy uncertainty a…Autoencoder Asset Pricing Models (2019)Autoencoder Asset Pricing Mod…Bank efficiency and non-performing loans: Evidence from Turkey (2018)Bank efficiency and non-perfo…An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking (2017)An Artificial Neural Network …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Determinants of non-performing loans: Evidence from Euro-area countries (2016)Determinants of non-performin…Deflation, bank credit growth, and non-performing loans: Evidence from Japan (2016)Deflation, bank credit growth…Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states (2015)Banking-industry specific and…Application of Machine Learning Methods to Risk Assessment of Financial Statement Fraud: Evidence from China (2014)Application of Machine Learni…Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios (2011)Macroeconomic and bank-specif…Process mining: a two-step approach to balance between underfitting and overfitting (2008)Process mining: a two-step ap…Bad luck or bad management? Emerging banking market experience (2008)Bad luck or bad management? E…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Problem loans and cost efficiency in commercial banks (1997)Problem loans and cost effici…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)A Decision-Theoretic Generali…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)The Impact of Green Lending on Credit Risk in China (2018)The impact of social and environmental sustainability on financial performance: A global analysis of the banking sector (2019)THE APPLICATION OF PETRI NETS TO WORKFLOW MANAGEMENT (1998)Workflow mining: discovering process models from event logs (2004)Conformance checking of processes based on monitoring real behavior (2007)Process Discovery Using Integer Linear Programming (2008)Outcome-Oriented Predictive Process Monitoring (2019)An Overview of Artificial Intelligence Ethics (2022)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Presidential Address: Discount Rates (2011)Likelihood functions for generalized stochastic frontier estimation (1980)On the estimation of technical inefficiency in the stochastic frontier production function model (1982)The efficiency of financial institutions: A review and preview of research past, present and future (1993)Bank ownership and efficiency in China: What will happen in the world’s largest nation? (2007)Ownership structure, risk and performance in the European banking industry (2007)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Empirical Asset Pricing via Machine Learning (2018)How is machine learning useful for macroeconomic forecasting? (2022)Deep Learning in Asset Pricing (2023)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)A five-factor asset pricing model (2014)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)Machine learning in the Chinese stock market (2021)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Survey on speech emotion recognition: Features, classification schemes, and databases (2010)Non-performing loans and financial development: new evidence (2019)Determinants of non-performing loans in the banking sector in developing state (2020)The determinants of banks' credit risk: Review of the literature and future research agenda (2020)Non-Performing Loans in CESEE (2013)Determinants of non-performing loans: The case of Eurozone (2014)
this work references cited by second hop

References

  • 1997A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting20,469 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 1997Problem loans and cost efficiency in commercial banks1,989 cited
  • 2011Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios1,300 cited
  • 2015Banking-industry specific and regional economic determinants of non-performing loans: Evidence from US states613 cited
  • 2019Autoencoder Asset Pricing Models489 cited
  • 2008Process mining: a two-step approach to balance between underfitting and overfitting440 cited
  • 2016Determinants of non-performing loans: Evidence from Euro-area countries371 cited
  • 2019Economic policy uncertainty and banks’ loan pricing348 cited
  • 2008Bad luck or bad management? Emerging banking market experience341 cited
  • 2018Bank efficiency and non-performing loans: Evidence from Turkey146 cited
  • 2016Deflation, bank credit growth, and non-performing loans: Evidence from Japan141 cited

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

2017
An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking
134 cited
  • 2014Application of Machine Learning Methods to Risk Assessment of Financial Statement Fraud: Evidence from China119 cited
  • Cited by

    No citing works inside the corpus for this window.