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Depicting Risk Profile over Time: A Novel Multiperiod Loan Default Prediction Approach
16 references·0 citing·51 second hop
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References

  • 2013Positioning and Presenting Design Science Research for Maximum Impact13,052 cited
  • 2015Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research1,277 cited
  • 2015Screening Peers Softly: Inferring the Quality of Small Borrowers623 cited
  • 2012MetaFraud: A Meta-Learning Framework for Detecting Financial Fraud1297 cited
  • 2016Machine Learning and Portfolio Optimization284 cited
  • 2016A comparative study on base classifiers in ensemble methods for credit scoring248 cited
  • 2018Leveraging Financial Social Media Data for Corporate Fraud Detection239 cited
  • 2017Predicting and Deterring Default with Social Media Information in Peer-to-Peer Lending232 cited
  • 2021FinTech as a Game Changer: Overview of Research Frontiers205 cited
  • 2005Neural network survival analysis for personal loan data145 cited
  • 2016Mining Massive Fine-Grained Behavior Data to Improve Predictive Analytics1140 cited
  • 2003Sample selection bias in credit scoring models130 cited
  • 2011Mixture cure models in credit scoring: If and when borrowers default127 cited
  • 2021Crowds, Lending, Machine, and Bias126 cited
  • 1992A Split Hazard Model for Analyzing the Diffusion of Innovations

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124 cited
  • 2016Time to default in credit scoring using survival analysis: a benchmark study120 cited
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