A machine learning workflow to address credit default prediction
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- Verbraken, Thomas & Bravo, Cristián & Weber, Richard & Baesens, Bart, 2014. "Development and application of consumer credit scoring models using profit-based classification measures," European Journal of Operational Research, Elsevier, vol. 238(2), pages 505-513.
- Hung Xuan Do & Daniel Rösch & Harald Scheule, 2020. "Liquidity Constraints, Home Equity and Residential Mortgage Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 208-246, August.
- Fahmida E. Moula & Chi Guotai & Mohammad Zoynul Abedin, 2017. "Credit default prediction modeling: an application of support vector machine," Risk Management, Palgrave Macmillan, vol. 19(2), pages 158-187, May.
- Lago, Jesus & De Ridder, Fjo & De Schutter, Bart, 2018. "Forecasting spot electricity prices: Deep learning approaches and empirical comparison of traditional algorithms," Applied Energy, Elsevier, vol. 221(C), pages 386-405.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2024-04-08 (Banking)
- NEP-BIG-2024-04-08 (Big Data)
- NEP-CMP-2024-04-08 (Computational Economics)
- NEP-FMK-2024-04-08 (Financial Markets)
- NEP-RMG-2024-04-08 (Risk Management)
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