Credit risk prediction based on causal machine learning : Bayesian network learning, default inference, and interpretation
Jiaming Liu, Xuemei Zhang, Haitao Xiong
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Jiaming ; Zhang, Xuemei ; Xiong, Haitao |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 5, p. 1625-1660
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| Subject: | Bayesian network | causal inference | credit risk prediction | interpretation | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kausalanalyse | Causality analysis | Theorie | Theory | Induktive Statistik | Statistical inference | Lernprozess | Learning process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3080 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108424