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Quantum powered credit risk assessment: a novel approach using Hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis
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Quantum powered credit risk assessment: a novel approach using Hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis (2025)Quantum powered credit risk assessment: a…Quantum computing reduces systemic risk in financial networks (2023)Quantum computing reduces sys…A Novel Dynamic Neural System for Nonconvex Portfolio Optimization With Cardinality Restrictions (2023)A Novel Dynamic Neural System…Machine learning-driven credit risk: a systemic review (2022)Machine learning-driven credi…A Novel Recurrent Neural Network Based Online Portfolio Analysis for High Frequency Trading (2022)A Novel Recurrent Neural Netw…A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees (2020)A comparative study of foreca…Financial credit risk assessment: a recent review (2015)Financial credit risk assessm…A literature review on the application of evolutionary computing to credit scoring (2012)A literature review on the ap…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Data preparation for data mining (1999)Probabilistic modeling and visualization for bankruptcy prediction (2017)An artificial intelligence system for predicting customer default in e-commerce (2018)A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods (2021)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)Financial time series forecasting using support vector machines (2003)Benchmarking state-of-the-art classification algorithms for credit scoring: An update of research (2015)Empirical Asset Pricing via Machine Learning (2020)A two-stage hybrid credit risk prediction model based on XGBoost and graph-based deep neural network (2022)AI in credit scoring: A comprehensive review of models and predictive analytics (2024)AI vision and machine learning for enhanced automation in food industry: A systematic review (2025)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Machine learning models and bankruptcy prediction (2017)Machine Learning in Banking Risk Management: A Literature Review (2019)Toward interpretable credit scoring: integrating explainable artificial intelligence with deep learning for credit card default prediction (2023)Attention-based dynamic multilayer graph neural networks for loan default prediction (2024)Credit Risk Prediction Using Machine Learning and Deep Learning: A Study on Credit Card Customers (2024)Network models and financial stability (2007)The effect of the interbank network structure on contagion and common shocks (2013)Financial Networks and Contagion (2014)Portfolio Selection with Transaction Costs (1990)Foundations of Portfolio Theory (1991)Heuristics for cardinality constrained portfolio optimisation (2000)Decomposition based neural dynamics for portfolio management with tradeoffs of risks and profits under transaction costs (2024)Deep Reinforcement Learning Model for Stock Portfolio Management Based on Data Fusion (2024)
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References

  • 2015Financial credit risk assessment: a recent review234 cited
  • 2022Machine learning-driven credit risk: a systemic review195 cited
  • 2020A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees123 cited
  • 2012A literature review on the application of evolutionary computing to credit scoring109 cited
  • 2022A Novel Recurrent Neural Network Based Online Portfolio Analysis for High Frequency Trading33 cited
  • 2023A Novel Dynamic Neural System for Nonconvex Portfolio Optimization With Cardinality Restrictions29 cited
  • 2023Quantum computing reduces systemic risk in financial networks19 cited

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