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Interpretable selective learning in credit risk
16 references·0 citing·36 second hop
Interpretable selective learning in credit risk (2023)Interpretable selective learning in credi…Artificial intelligence and machine learning in finance: A bibliometric review (2022)Artificial intelligence and m…Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (2021)Machine learning for credit s…Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Artificial intelligence and m…Applying machine learning algorithms to predict default probability in the online credit market: Evidence from China (2021)Applying machine learning alg…Grabit: Gradient tree-boosted Tobit models for default prediction (2019)Grabit: Gradient tree-boosted…The EU General Data Protection Regulation (GDPR) (2017)The EU General Data Protectio…Predicting Corporate Bankruptcy: An Evaluation of Alternative Statistical Frameworks (2016)Predicting Corporate Bankrupt…Risk and Risk Management in the Credit Card Industry (2015)Risk and Risk Management in t…Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Benchmarking state-of-the-art…Consumer credit-risk models via machine-learning algorithms (2010)Consumer credit-risk models v…Subagging for credit scoring models (2009)Subagging for credit scoring …The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)The comparisons of data minin…Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Benchmarking state-of-the-art…Credit scoring using neural and evolutionary techniques (2000)Credit scoring using neural a…Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Statistical Classification Me…Construction of a k-nearest-neighbour credit-scoring system (1997)Construction of a k-nearest-n…Neural network credit scoring models (2000)Credit scoring with a data mining approach based on support vector machines (2006)A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017)The Measurement of Observer Agreement for Categorical Data (1977)A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)Empirical Asset Pricing via Machine Learning (2018)Deep learning in finance and banking: A literature review and classification (2020)Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis (2024)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Counterfactual Fairness (2017)On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services (2018)Empirical Asset Pricing via Machine Learning (2020)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Credit default prediction from user-generated text in peer-to-peer lending using deep learning (2021)A two-stage hybrid credit risk prediction model based on XGBoost and graph-based deep neural network (2022)Big data, artificial intelligence and machine learning: A transformative symbiosis in favour of financial technology (2022)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)On Persistence in Mutual Fund Performance (1997)Past, present, and future of customer engagement (2021)Fuzzy-set qualitative comparative analysis (fsQCA) in business and management research: A contemporary overview (2022)Software survey: VOSviewer, a computer program for bibliometric mapping (2009)bibliometrix : An R-tool for comprehensive science mapping analysis (2017)Islamic Finance in the Era of Financial Technology: A Bibliometric Review of Future Trends (2023)Machine learning sentiment analysis, COVID-19 news and stock market reactions (2023)State-of-the-Art of Artificial Intelligence and Big Data Analytics Reviews in Five Different Domains: A Bibliometric Summary (2023)Machine Learning in Financial Crisis Prediction: A Survey (2011)Machine Learning in Banking Risk Management: A Literature Review (2019)A Review on Fairness in Machine Learning (2022)'It's Reducing a Human Being to a Percentage' (2018)Machine Learning and Natural Language Processing in Mental Health: Systematic Review (2020)The General Data Protection Regulation (2018)Can Foundation Models Wrangle Your Data? (2022)m-Path: an easy-to-use and highly tailorable platform for ecological momentary assessment and intervention in behavioral research and clinical practice (2023)
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References

  • 2017The EU General Data Protection Regulation (GDPR)2,592 cited
  • 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
  • 2008The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients881 cited
  • 2010Consumer credit-risk models via machine-learning algorithms861 cited
  • 2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis723 cited
  • 2022Artificial intelligence and machine learning in finance: A bibliometric review468 cited
  • 2021Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects438 cited
  • 2015Risk and Risk Management in the Credit Card Industry260 cited
  • 2009Subagging for credit scoring models213 cited
  • 2016Predicting Corporate Bankruptcy: An Evaluation of Alternative Statistical Frameworks189 cited
  • 2000Credit scoring using neural and evolutionary techniques151 cited
  • 2019Grabit: Gradient tree-boosted Tobit models for default prediction

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98 cited
  • 1997Construction of a k-nearest-neighbour credit-scoring system96 cited
  • 2021Applying machine learning algorithms to predict default probability in the online credit market: Evidence from China63 cited
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