Macroeconomic Adverse Selection in Machine Learning Models of Credit Risk †

Author:

Breeden Joseph L.1ORCID,Leonova Yevgeniya1

Affiliation:

1. Deep Future Analytics LLC, Santa Fe, NM 87505, USA

Publisher

MDPI

Reference27 articles.

1. A survey of machine learning in credit risk;Breeden;J. Credit. Risk,2021

2. Wilson, C. (1989). Allocation, Information and Markets, Palgrave Macmillan.

3. Breeden, J.L. (September, January 30). Macroeconomic adverse selection: How consumer demand drives credit quality. Proceedings of the Credit Scoring and Credit Control XII Conference, Edinburgh, UK.

4. Consumer risk appetite, the credit cycle, and the housing bubble;Breeden;J. Credit. Risk,2018

5. Calem, P.S., Cannon, M., and Nakamura, L.I. (2011). Credit Cycle and Adverse Selection Effects in Consumer Credit Markets-Evidence from the Heloc Market, FRB of Philadelphia. Working Paper No. 11–13.

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