Machine learning-based profit modeling for credit card underwriting - implications for credit risk
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DOI: 10.1016/j.jbankfin.2023.106785
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Cited by:
- Conor B. Hamill & Raad Khraishi & Simona Gherghel & Jerrard Lawrence & Salvatore Mercuri & Ramin Okhrati & Greig A. Cowan, 2023. "Agent-based Modelling of Credit Card Promotions," Papers 2311.01901, arXiv.org, revised Nov 2023.
- Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024. "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Jing Quan & Xuelian Sun, 2024. "Credit risk assessment using the factorization machine model with feature interactions," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-10, December.
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More about this item
Keywords
Machine learning; Credit risk; Credit cards; Consumer finance; Profit models;All these keywords.
JEL classification:
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
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