Applying machine learning algorithms to predict default probability in the online credit market : evidence from China
Yi Liu, Menglong Yang, Yudong Wang, Yongshan Li, Tiancheng Xiong, Anzhe Li
| Year of publication: |
2022
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|---|---|
| Authors: | Liu, Yi ; Yang, Menglong ; Wang, Yudong ; Li, Yongshan ; Xiong, Tiancheng ; Li, Anzhe |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 79.2022, p. 1-14
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| Subject: | Machine learning | Default probability forecast | Peer-to-peer lending | Profit function | Künstliche Intelligenz | Artificial intelligence | China | Prognoseverfahren | Forecasting model | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating | Wahrscheinlichkeitsrechnung | Probability theory | Prognose | Forecast | Algorithmus | Algorithm | Kreditmarkt | Credit market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101971 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349857