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  • Search: subject:"Default prediction"
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Year of publication
Subject
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Credit risk 22 Kreditrisiko 22 Prognoseverfahren 18 Forecasting model 16 Kreditwürdigkeit 16 default prediction 15 Credit rating 14 Insolvency 14 Insolvenz 14 Artificial intelligence 8 Künstliche Intelligenz 8 Default prediction 7 Bank lending 5 Basel Accord 5 Kreditgeschäft 5 Theorie 5 Basler Akkord 4 Default prediction modeling 4 LASSO 4 credit rating 4 logit regression 4 machine learning techniques 4 small and medium-sized enterprises 4 KMU 3 Logit model 3 Logit-Modell 3 Machine learning 3 Regression analysis 3 Regressionsanalyse 3 SME 3 South Korea 3 Südkorea 3 Theory 3 credit default prediction 3 Bank 2 Business network 2 Consumer lending 2 Corporate finance 2 Default Prediction 2 FinTech/marketplace lending 2
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Online availability
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Free 36 CC license 5
Type of publication
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Article 18 Book / Working Paper 18
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Working Paper 12 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 4 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1
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Language
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English 34 Undetermined 2
Author
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Altman, Edward I. 4 Balzano, Marco 4 Giannozzi, Alessandro 4 Srhoj, Stjepan 4 Aniceto, Maisa Cardoso 2 Barboza, Flavio Luiz de Moraes 2 Hafner, Christian 2 Härdle, Wolfgang Karl 2 Itoh, Yuki 2 Kim, Hyunsok 2 Kim, Taeil 2 Kimura, Herbert 2 Konno, Yukiko 2 Kwon, Janghan 2 Löffler, Gunter 2 Maurer, Alina 2 Melsom, Borger 2 Park, Sunghwa 2 Perkins, Charles B. 2 Prastyo, Dedy Dwi 2 Vennerød, Christian Bakke 2 Wang, J. Christina 2 Westgaard, Sjur 2 Andresson, Art 1 Auh, Jun Kyung 1 Baals, Lennart John 1 Beaver, William H. 1 Bekri, Mahmoud 1 Cascino, Stefano 1 Chi, Guotai 1 Cornée, Simon 1 Correia, Maria 1 Couderc, Fabien 1 De Cnudde, Sofie 1 Eom, Young Ho 1 Formisano, Vincenzo 1 Gallucci, Carmen 1 Hadji Misheva, Branka 1 Hartmann-Wendels, Thomas 1 Hess, Dieter 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 1 KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy 1 Swiss Finance Institute 1
Published in...
All
Future Business Journal 2 SFB 649 Discussion Paper 2 SFB 649 Discussion Papers 2 ACRN journal of finance and risk perspectives 1 Asia-Pacific journal of financial studies 1 CASMEF working paper series : working paper 1 CEB working paper / Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim 1 Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 1 Cogent Economics & Finance 1 Cogent business & management 1 Cogent economics & finance 1 FAME Research Paper Series 1 Finance research letters 1 GLO Discussion Paper 1 GLO discussion paper 1 Interdisciplinary Description of Complex Systems - scientific journal 1 International journal of economics and financial issues : IJEFI 1 Journal of Asian finance, economics and business : JAFEB 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 KITeS Working Papers 1 Mokslo darbai / Vilniaus Universitetas 1 Research in international business and finance 1 Risks 1 Risks : open access journal 1 Stanford University Graduate School of Business research paper 1 The review of socionetwork strategies 1 Working Papers 1 Working Papers in Economics and Statistics 1 Working papers / Faculty of Applied Economics, Universiteit Antwerpen 1 Working papers / Federal Reserve Bank of Boston 1 Working papers in economics and statistics 1
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Source
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ECONIS (ZBW) 21 EconStor 9 RePEc 6
Showing 1 - 10 of 36
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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
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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
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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
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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
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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
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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
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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
Saved in:
Cover Image
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
Saved in:
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Explainable AI for credit assessment in banks
de Lange, Petter Eilif; Melsom, Borger; Vennerød, … - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-23
Banks' credit scoring models are required by financial authorities to be explainable. This paper proposes an explainable artificial intelligence (XAI) model for predicting credit default on a unique dataset of unsecured consumer loans provided by a Norwegian bank. We combined a LightGBM model...
Persistent link: https://www.econbiz.de/10014332712
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Cover Image
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/10013472256
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