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The use of big data analytics and artificial intelligence in central banking

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  • Irving Fisher Committee

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  • Irving Fisher Committee, 2019. "The use of big data analytics and artificial intelligence in central banking," IFC Bulletins, Bank for International Settlements, number 50.
    • Handle: RePEc:bis:bisifb:50
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    References listed on IDEAS

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    1. Avery, Robert B. & Calem, Paul S. & Canner, Glenn B., 2004. "Consumer credit scoring: Do situational circumstances matter?," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 835-856, April.
    2. Mizen, Paul & Tsoukas, Serafeim, 2012. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," International Journal of Forecasting, Elsevier, vol. 28(1), pages 273-287.
    3. Butaru, Florentin & Chen, Qingqing & Clark, Brian & Das, Sanmay & Lo, Andrew W. & Siddique, Akhtar, 2016. "Risk and risk management in the credit card industry," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 218-239.
    4. Peter Martey Addo & Dominique Guégan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep learning models," Documents de travail du Centre d'Economie de la Sorbonne 18003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    5. Dominique Guegan & Peter Martey Addo & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01835164, HAL.
    6. Kamstra, Mark & Kennedy, Peter & Suan, Teck-Kin, 2001. "Combining Bond Rating Forecasts Using Logit," The Financial Review, Eastern Finance Association, vol. 36(2), pages 75-96, May.
    7. Dominique Guegan, 2018. "Credit Risk Analysis Using machine and Deep Learning Models," Post-Print halshs-01889154, HAL.
    8. Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep learning models," Working Papers 2018:08, Department of Economics, University of Venice "Ca' Foscari".
    9. Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep Learning models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01719983, HAL.
    10. Khandani, Amir E. & Kim, Adlar J. & Lo, Andrew W., 2010. "Consumer credit-risk models via machine-learning algorithms," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2767-2787, November.
    11. Sudheer Chava & Robert A. Jarrow, 2008. "Bankruptcy Prediction with Industry Effects," World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 21, pages 517-549, World Scientific Publishing Co. Pte. Ltd..
    12. Robert B. Avery & Paul S. Calem & Glenn B. Canner, 2004. "Consumer credit scoring: do situational circumstances matter?," BIS Working Papers 146, Bank for International Settlements.
    13. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    14. Petr Gurný & Martin Gurný, 2013. "Comparison of Credit Scoring Models on Probability of Default Estimation for Us Banks," Prague Economic Papers, Prague University of Economics and Business, vol. 2013(2), pages 163-181.
    15. Shumway, Tyler, 2001. "Forecasting Bankruptcy More Accurately: A Simple Hazard Model," The Journal of Business, University of Chicago Press, vol. 74(1), pages 101-124, January.
    16. Dominique Guegan & Peter Martey Addo & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Post-Print halshs-01835164, HAL.
    17. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    18. Ohlson, Ja, 1980. "Financial Ratios And The Probabilistic Prediction Of Bankruptcy," Journal of Accounting Research, Wiley Blackwell, vol. 18(1), pages 109-131.
    19. Dominique Guegan, 2018. "Credit Risk Analysis Using machine and Deep Learning Models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01889154, HAL.
    20. Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis using Machine and Deep Learning models," Post-Print halshs-01719983, HAL.
    21. Peter Martey Addo & Dominique Guegan & Bertrand Hassani, 2018. "Credit Risk Analysis Using Machine and Deep Learning Models," Risks, MDPI, vol. 6(2), pages 1-20, April.
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