Risk and return prediction for pricing portfolios of non-performing consumer credit-Reference-Cited by-同舟云学术

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Risk and return prediction for pricing portfolios of non-performing consumer credit

Published:2021-11-03 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the Second ACM International Conference on AI in Finance
language:
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Author:

Wang Siyi¹,Yan Xing²,Zheng Bangqi³,Wang Hu³,Xu Wangli²,Peng Nanbo³,Wu Qi¹

Affiliation:

1. City University of Hong Kong

2. Renmin University of China

3. JD Digits

Funder

Research Grants Council of Hong Kong

CityU Strategic Grant

Fundamental Research Funds for the Central Universities

Research Funds of Renmin University of China

Publisher

ACM

Link

https://dl.acm.org/doi/pdf/10.1145/3490354.3494375

Reference41 articles.

1. Neural nets versus conventional techniques in credit scoring in Egyptian banking

2. E.T.-RNN

3. Approaches for credit scorecard calibration: An empirical analysis

4. Noncrossing quantile regression curve estimation

5. Clustering categories in support vector machines

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1. Investment Value Evaluation of Listed Companies Based on Machine Learning;2023 IEEE International Conference on Systems, Man, and Cybernetics (SMC);2023-10-01

2. A Non-Performing Loans (NPLs) Portfolio Pricing Model Based on Recovery Performance: The Case of Greece;Risks;2023-05-18

3. Correlation-Regression Model for Analysis of Overdue Debt and AI-System for Prediction the Finance Risk of Russian Commercial Banks;Digital Transformation on Manufacturing, Infrastructure & Service;2023

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