Corporate Payments Networks and Credit Risk Rating-Reference-Cited by-同舟云学术

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Corporate Payments Networks and Credit Risk Rating

Published:2018 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Letizia Elisa,Lillo Fabrizio

Publisher

Elsevier BV

Reference40 articles.

1. Random search for hyper-parameter optimization;J Bergstra;Journal of Machine Learning Research,2012

2. Fast unfolding of communities in large networks;V D Blondel;Journal of statistical mechanics: theory and experiment,2008

3. Statistical analysis of financial networks;V Boginski;Computational statistics & data analysis,2005

4. Network topology of the interbank market;M Boss;Quantitative Finance,2004

5. Smote: synthetic minority over-sampling technique;N V Chawla;Journal of artificial intelligence research,2002

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1. A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets;Signals and Communication Technology;2021

2. Multilayer Network Approach to Dynamics of Japanese Interfirm Transaction Relations;Big Data Analysis on Global Community Formation and Isolation;2021

3. Community structure based on circular flow in a large-scale transaction network;Applied Network Science;2019-10-26

4. Latent factor models for credit scoring in P2P systems;Physica A: Statistical Mechanics and its Applications;2019-05

5. A maximum entropy network reconstruction of macroeconomic models;Physica A: Statistical Mechanics and its Applications;2019-04

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