A machine learning workflow to address credit default prediction
Fuente:
arXiv
Saved in:
| Main Authors: | Rahmani, Rambod, Parola, Marco, Cimino, Mario G. C. A. |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)
by: Xu, Jiahua, et al.
Published: (2023)
by: Xu, Jiahua, et al.
Published: (2023)
Joint model for longitudinal and spatio-temporal survival data
by: Medina-Olivares, Victor, et al.
Published: (2023)
by: Medina-Olivares, Victor, et al.
Published: (2023)
Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts
by: Wu, Zongxiao, et al.
Published: (2025)
by: Wu, Zongxiao, et al.
Published: (2025)
A transformer-based model for default prediction in mid-cap corporate markets
by: Korangi, Kamesh, et al.
Published: (2021)
by: Korangi, Kamesh, et al.
Published: (2021)
Debiasing Alternative Data for Credit Underwriting Using Causal Inference
by: Lam, Chris
Published: (2024)
by: Lam, Chris
Published: (2024)
RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data
by: Cao, Yupeng, et al.
Published: (2024)
by: Cao, Yupeng, et al.
Published: (2024)
Climate Risk Stress Testing in California: A Geospatial Framework for Banking and Climate-Exposed Sectors
by: Panda, Satya Narayana, et al.
Published: (2026)
by: Panda, Satya Narayana, et al.
Published: (2026)
Deep Learning in Business Analytics: A Clash of Expectations and Reality
by: Schmitt, Marc
Published: (2022)
by: Schmitt, Marc
Published: (2022)
Optimizing Deep Reinforcement Learning for American Put Option Hedging
by: Pickard, Reilly, et al.
Published: (2024)
by: Pickard, Reilly, et al.
Published: (2024)
A comparative analysis of machine learning algorithms for predicting probabilities of default
by: Cristescu, Adrian Iulian, et al.
Published: (2025)
by: Cristescu, Adrian Iulian, et al.
Published: (2025)
AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring
by: Ng, Chun Chet, et al.
Published: (2025)
by: Ng, Chun Chet, et al.
Published: (2025)
Budgeted Robust Intervention Design for Financial Networks with Common Asset Exposures
by: Calafiore, Giuseppe C.
Published: (2026)
by: Calafiore, Giuseppe C.
Published: (2026)
A Novel approach to portfolio construction
by: Di Matteo, T., et al.
Published: (2026)
by: Di Matteo, T., et al.
Published: (2026)
The Limits of Lognormal: Assessing Cryptocurrency Volatility and VaR using Geometric Brownian Motion
by: Kaur, Ekleen
Published: (2026)
by: Kaur, Ekleen
Published: (2026)
Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques
by: Yu, Jieun, et al.
Published: (2025)
by: Yu, Jieun, et al.
Published: (2025)
Multiplicative Contractions, Additive Recoveries: Functional-Form Restrictions on Risk Exposure Dynamics
by: Chen, Liang
Published: (2026)
by: Chen, Liang
Published: (2026)
Optimal Clearing Payments in a Financial Contagion Model
by: Calafiore, Giuseppe, et al.
Published: (2021)
by: Calafiore, Giuseppe, et al.
Published: (2021)
Default Resilience and Worst-Case Effects in Financial Networks
by: Calafiore, Giuseppe, et al.
Published: (2024)
by: Calafiore, Giuseppe, et al.
Published: (2024)
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
by: Buehler, Hans, et al.
Published: (2025)
by: Buehler, Hans, et al.
Published: (2025)
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
by: Ericson, Lars, et al.
Published: (2024)
by: Ericson, Lars, et al.
Published: (2024)
Fast Deep Hedging with Second-Order Optimization
by: Mueller, Konrad, et al.
Published: (2024)
by: Mueller, Konrad, et al.
Published: (2024)
Deep Hedging of Green PPAs in Electricity Markets
by: Biegler-König, Richard, et al.
Published: (2025)
by: Biegler-König, Richard, et al.
Published: (2025)
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
by: Taylor, Robert
Published: (2024)
by: Taylor, Robert
Published: (2024)
DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
by: Moreno-Pino, Fernando, et al.
Published: (2022)
by: Moreno-Pino, Fernando, et al.
Published: (2022)
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
by: François, Pascal, et al.
Published: (2024)
by: François, Pascal, et al.
Published: (2024)
Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering
by: Schmitt, Marc
Published: (2024)
by: Schmitt, Marc
Published: (2024)
An Enhanced Focal Loss Function to Mitigate Class Imbalance in Auto Insurance Fraud Detection with Explainable AI
by: Boabang, Francis, et al.
Published: (2025)
by: Boabang, Francis, et al.
Published: (2025)
Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall
by: Gross, Eden, et al.
Published: (2025)
by: Gross, Eden, et al.
Published: (2025)
CATNet: A geometric deep learning approach for CAT bond spread prediction in the primary market
by: Domfeh, Dixon, et al.
Published: (2025)
by: Domfeh, Dixon, et al.
Published: (2025)
Clearing Payments in Dynamic Financial Networks
by: Calafiore, Giuseppe C., et al.
Published: (2022)
by: Calafiore, Giuseppe C., et al.
Published: (2022)
Vault as a credit instrument
by: Zbandut, Anastasiia, et al.
Published: (2026)
by: Zbandut, Anastasiia, et al.
Published: (2026)
Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction
by: Lu, Yi, et al.
Published: (2025)
by: Lu, Yi, et al.
Published: (2025)
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
by: Kündig, Pascal, et al.
Published: (2024)
by: Kündig, Pascal, et al.
Published: (2024)
Hybrid Hidden Markov Model for Modeling Equity Excess Growth Rate Dynamics: A Discrete-State Approach with Jump-Diffusion
by: Alswaidan, Abdulrahman, et al.
Published: (2026)
by: Alswaidan, Abdulrahman, et al.
Published: (2026)
Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting
by: Zimmermann, Monika, et al.
Published: (2024)
by: Zimmermann, Monika, et al.
Published: (2024)
Uni-FinLLM: A Unified Multimodal Large Language Model with Modular Task Heads for Micro-Level Stock Prediction and Macro-Level Systemic Risk Assessment
by: Zhang, Gongao, et al.
Published: (2026)
by: Zhang, Gongao, et al.
Published: (2026)
On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making
by: Ewald, Christian Oliver, et al.
Published: (2023)
by: Ewald, Christian Oliver, et al.
Published: (2023)
An Explicit Scheme for Pathwise XVA Computations
by: Abbas-Turki, Lokman, et al.
Published: (2024)
by: Abbas-Turki, Lokman, et al.
Published: (2024)
Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
by: Zhang, Jinghan, et al.
Published: (2024)
by: Zhang, Jinghan, et al.
Published: (2024)
Empirical Asset Pricing via Ensemble Gaussian Process Regression
by: Filipović, Damir, et al.
Published: (2022)
by: Filipović, Damir, et al.
Published: (2022)
Similar Items
-
Auto.gov: Learning-based Governance for Decentralized Finance (DeFi)
by: Xu, Jiahua, et al.
Published: (2023) -
Joint model for longitudinal and spatio-temporal survival data
by: Medina-Olivares, Victor, et al.
Published: (2023) -
Unleashing the power of text for credit default prediction: Comparing human-written and generative AI-refined texts
by: Wu, Zongxiao, et al.
Published: (2025) -
A transformer-based model for default prediction in mid-cap corporate markets
by: Korangi, Kamesh, et al.
Published: (2021) -
Debiasing Alternative Data for Credit Underwriting Using Causal Inference
by: Lam, Chris
Published: (2024)