A transformer-based model for default prediction in mid-cap corporate markets
Kamesh Korangi, Christophe Mues, Cristián Bravo
| Year of publication: |
2023
|
|---|---|
| Authors: | Korangi, Kamesh ; Mues, Christophe ; Bravo, Cristián |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 308.2023, 1 (1.7.), p. 306-320
|
| Subject: | Deep learning | Default prediction | Mid-cap credit risk | OR in banking | Transformers | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Basler Akkord | Basel Accord | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.10.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014283041