Search Results - subject:"DEFAULT PREDICTION"

Firm default prediction by GNN with gravity-model informed neighbor node sampling

Minakawa, Naoto; Izumi, Kiyoshi; Murayama, Yuri; … - In: The review of socionetwork strategies 18 (2024) 2, pp. 303-328

Persistent link: https://www.econbiz.de/10015194246

Understanding corporate bond defaults in Korea using machine learning models

Park, Dojoon; Auh, Jun Kyung; Song, Giwan; Eom, Young Ho - In: Asia-Pacific journal of financial studies 53 (2024) 2, pp. 238-276

Persistent link: https://www.econbiz.de/10014530710

Network centrality and credit risk : a comprehensive analysis of peer-to-peer lending dynamics

Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg; … - In: Finance research letters 63 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014531390

Corporate default prediction with payment disturbances in managers' earlier entrepreneurial practices

Andresson, Art; Lukason, Oliver - In: Cogent business & management 11 (2024) 1, pp. 1-21

this study, an integrational theoretical framework about PDMs in corporate default prediction is created and respective … outlined. By introducing novel variables, this study is valuable for corporate default prediction in practice, especially when …

Persistent link: https://www.econbiz.de/10014534507

Instance-dependent misclassification cost-sensitive learning for default prediction

Xing, Jin; Chi, Guotai; Pan, Ancheng - In: Research in international business and finance 69 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10015052446

Predicting mortgage loan defaults using machine learning techniques

Krasovytskyi, Danylo; Stavytskyy, Andriy - In: Mokslo darbai / Vilniaus Universitetas 103 (2024) 2, pp. 140-160

Mortgage default prediction is always on the table for financial institutions. Banks are interested in provision …

Persistent link: https://www.econbiz.de/10015047688

Extracting narrative data via large language models for loan default prediction : when talk isn’t cheap

Xia, Yufei; Shi, Zhengxu; Du, Xiaoying; Zheng, Qiong - In: Applied economics letters 32 (2025) 4, pp. 481-486

Persistent link: https://www.econbiz.de/10015327353

Forecasting bank default risk with interpretable machine learning : the study of chinese banks

Tang, Pan; Peng, Hongjuan; Luo, Sihang; Liu, Yangguang - 2025

Persistent link: https://www.econbiz.de/10015373750

Revisiting SME default predictors: The Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

SME default prediction is a long-standing issue in the finance and management literature. Proper estimates of the SME …

Persistent link: https://www.econbiz.de/10013466195

Revisiting SME default predictors: The Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

SME default prediction is a long-standing issue in the finance and management literature. Proper estimates of the SME …

Persistent link: https://www.econbiz.de/10014320001