Ensemble Learning or Deep Learning? Application to Default Risk Analysis
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- Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe, 2018. "Ensemble Learning or Deep Learning? Application to Default Risk Analysis," JRFM, MDPI, vol. 11(1), pages 1-14, March.
References listed on IDEAS
- Sihem Khemakhem & Younes Boujelbene, 2015. "Credit Risk Prediction: A Comparative Study between Discriminant Analysis and the Neural Network Approach," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 14(1), pages 60-78, March.
- Angelini, Eliana & di Tollo, Giacomo & Roli, Andrea, 2008. "A neural network approach for credit risk evaluation," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(4), pages 733-755, November.
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More about this item
Keywords
credit risk; ensemble learning; deep learning; bagging; random forest; boosting; deep neural network.;All these keywords.
JEL classification:
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2018-01-29 (Big Data)
- NEP-CMP-2018-01-29 (Computational Economics)
- NEP-RMG-2018-01-29 (Risk Management)
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