Imagen de Portada

Incorporating data drift to perform survival analysis on credit risk

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Peng, Jianwei, Lessmann, Stefan
Formato:	Preprint
Publicado:	2026
Materias:	Machine Learning Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Transfer Learning for Loan Recovery Prediction under Distribution Shifts with Heterogeneous Feature Spaces
por: Gerling, Christopher, et al.
Publicado: (2026)

Semi-structured multi-state delinquency model for mortgage default
por: Medina-Olivares, Victor, et al.
Publicado: (2026)

Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
por: Cui, Hengxin, et al.
Publicado: (2024)

Institutionalizing risk curation in decentralized credit
por: Zbandut, Anastasiia, et al.
Publicado: (2025)

A multi-view contrastive learning framework for spatial embeddings in risk modelling
por: Holvoet, Freek, et al.
Publicado: (2025)

Periodic evaluation of defined-contribution pension fund: A dynamic risk measure approach
por: He, Wanting, et al.
Publicado: (2025)

Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
por: Davar, Parisa, et al.
Publicado: (2024)

A stochastic correlation extension of the Vasicek credit risk model
por: Bansal, Dhruv, et al.
Publicado: (2026)

Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff
por: Holvoet, Freek, et al.
Publicado: (2023)

A Personal data Value at Risk Approach
por: Enriquez, Luis
Publicado: (2024)

A machine learning workflow to address credit default prediction
por: Rahmani, Rambod, et al.
Publicado: (2024)

Joint model for longitudinal and spatio-temporal survival data
por: Medina-Olivares, Victor, et al.
Publicado: (2023)

A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
por: Heranval, Antoine, et al.
Publicado: (2026)

A comparative analysis of machine learning algorithms for predicting probabilities of default
por: Cristescu, Adrian Iulian, et al.
Publicado: (2025)

Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?
por: Geng, Wenxi, et al.
Publicado: (2026)

Tab-TRM: Tiny Recursive Model for Insurance Pricing on Tabular Data
por: Padayachy, Kishan, et al.
Publicado: (2026)

FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling
por: Amed, Sultan, et al.
Publicado: (2026)

Knowledge-Integrated Representation Learning for Crypto Anomaly Detection under Extreme Label Scarcity; Relational Domain-Logic Integration with Retrieval-Grounded Context and Path-Level Explanations
por: Na, Gyuyeon, et al.
Publicado: (2026)

Adaptive Window Selection for Financial Risk Forecasting
por: Li, Yinhuan, et al.
Publicado: (2026)

Is TabPFN the Silver Bullet for Insurance Pricing?
por: Deprez, Bruno, et al.
Publicado: (2026)

A Hybrid Gaussian Process Regression Framework for Stable Volatility-Covariance Estimation: Evidence from Global Equity Indices
por: Vadrevu, Ujjwala
Publicado: (2026)

Model Risk Management for Generative AI In Financial Institutions
por: Bhattacharyya, Anwesha, et al.
Publicado: (2025)

Forecasting Probability Distributions of Financial Returns with Deep Neural Networks
por: Michańków, Jakub
Publicado: (2025)

Enhancing ML Models Interpretability for Credit Scoring
por: Schwartz, Sagi, et al.
Publicado: (2025)

Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy
por: Golec, Muhammed, et al.
Publicado: (2025)

Generative Learning of Heterogeneous Tail Dependence
por: Sun, Xiangqian, et al.
Publicado: (2020)

Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
por: Chen, Ling
Publicado: (2024)

Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
por: Zhang, Qingkai, et al.
Publicado: (2025)

Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data
por: Kostecka, Zuzanna, et al.
Publicado: (2024)

Fairness-Aware Insurance Pricing: A Multi-Objective Optimization Approach
por: Boonen, Tim J., et al.
Publicado: (2025)

Robust and Efficient Deep Hedging via Linearized Objective Neural Network
por: Zhao, Lei, et al.
Publicado: (2025)

Explainable AI for Fraud Detection: An Attention-Based Ensemble of CNNs, GNNs, and A Confidence-Driven Gating Mechanism
por: Chagahi, Mehdi Hosseini, et al.
Publicado: (2024)

Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization
por: Ying, Cecilia, et al.
Publicado: (2024)

Algorithmic Insurance
por: Bertsimas, Dimitris, et al.
Publicado: (2021)

Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model
por: Peiris, Rangika, et al.
Publicado: (2024)

Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
por: Wang, Yuhan, et al.
Publicado: (2024)

Multimodal Generative Models for Bankruptcy Prediction Using Textual Data
por: Mancisidor, Rogelio A., et al.
Publicado: (2022)

Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
por: Sun, Wenying, et al.
Publicado: (2024)

Generative AI Enhanced Financial Risk Management Information Retrieval
por: Haeri, Amin, et al.
Publicado: (2025)

Machine and Deep Learning for Credit Scoring: A compliant approach
por: Rida, Abdollah
Publicado: (2024)