Imam, Sana Hassan; Huhn, Sebastian; Hornuf, Lars; … - In: Credit and capital markets : Kredit und Kapital 56 (2023) 1, pp. 27-62
marketplace lending, highlighting the importance of forecasting default rates and evaluating default features such as the loan … Bidirectional Long Short-Term Memory model (BiLSTM) to predict "non-default," "distressed," and "default" loan status, which … extract the most significant features for default risk assessment. Using our approach, lenders and regulators can identify the …