Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods-Reference-Cited by-同舟云学术

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Machine learning methods for short-term probability of default: A comparison of classification, regression and ranking methods

Published:2021-02-24 Issue:1 Volume:73 Page:191-206
ISSN:0160-5682
Container-title:Journal of the Operational Research Society
language:en
Short-container-title:Journal of the Operational Research Society

Author:

Coenen Lize¹^ORCID,Verbeke Wouter¹^ORCID,Guns Tias¹^ORCID

Affiliation:

1. Vrije Universiteit Brussel, Elsene, Belgium

Publisher

Informa UK Limited

Subject

Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems

Link

https://www.tandfonline.com/doi/pdf/10.1080/01605682.2020.1865847

Reference54 articles.

1. Survival mixture models in behavioral scoring

2. Credit Risk Analytics

3. Benchmarking state-of-the-art classification algorithms for credit scoring

4. A multicriteria approach for rating the credit risk of financial institutions

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