Credit Risk Scoring with Bayesian Network Models
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DOI: 10.1007/s10614-015-9505-8
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Cited by:
- Li, Yibei & Wang, Ximei & Djehiche, Boualem & Hu, Xiaoming, 2020.
"Credit scoring by incorporating dynamic networked information,"
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- Yibei Li & Ximei Wang & Boualem Djehiche & Xiaoming Hu, 2019. "Credit Scoring by Incorporating Dynamic Networked Information," Papers 1905.11795, arXiv.org, revised Oct 2019.
- Runchi Zhang & Zhiyi Qiu, 2020. "Optimizing hyper-parameters of neural networks with swarm intelligence: A novel framework for credit scoring," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-35, June.
- Chi Ming Chen & Geoffrey Kwok Fai Tso & Kaijian He, 2024. "Quantum Optimized Cost Based Feature Selection and Credit Scoring for Mobile Micro-financing," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 919-950, February.
- Jiaming Liu & Xuemei Zhang & Haitao Xiong, 2024. "Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1625-1660, August.
- Sachan, Swati & Almaghrabi, Fatima & Yang, Jian-Bo & Xu, Dong-Ling, 2024. "Human-AI collaboration to mitigate decision noise in financial underwriting: A study on FinTech innovation in a lending firm," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Badreddine Benyacoub & Souad ElBernoussi & Abdelhak Zoglat & Mohamed Ouzineb, 2022. "Credit Scoring Model Based on HMM/Baum-Welch Method," Computational Economics, Springer;Society for Computational Economics, vol. 59(3), pages 1135-1154, March.
- Michail Tsagris, 2021. "A New Scalable Bayesian Network Learning Algorithm with Applications to Economics," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 341-367, January.
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- Michail Tsagris, 2022. "The FEDHC Bayesian Network Learning Algorithm," Mathematics, MDPI, vol. 10(15), pages 1-28, July.
- Xiufang Li & Zhiwang Zhang & Lingyun Li & Hui Pan, 2024. "Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 2641-2662, November.
- Ao Kong & Robert Azencott & Hongliang Zhu & Xindan Li, 2024. "Pattern Recognition in Microtrading Behaviors Preceding Stock Price Jumps: A Study Based on Mutual Information for Multivariate Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 63(4), pages 1401-1429, April.
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More about this item
Keywords
Credit scoring; Bayesian network; Censoring; Class imbalance; Real time scoring;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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