Search Results - subject:"Machine Learning"

Economic disruptions in repayment of peer loans

Maloney, David; Hong, Sung-Chul; Nag, Barin - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-29

Economic disruptions can alter the likelihood of defaults on peer-to-peer loans, causing those impacted to adjust. The option to declare economic hardship and temporarily reduce the payment burden can provide some relief. When this occurs, the borrower's financial qualifications have changed....

Persistent link: https://www.econbiz.de/10014482857

Stripping the Swiss discount curve

Camenzind, Nicolas; Filipović, Damir - 2023

Persistent link: https://www.econbiz.de/10014483026

A comprehensive machine learning framework for dynamic portfolio choice with transaction costs

Gaegauf, Luca; Scheidegger, Simon; Trojani, Fabio - 2023

Persistent link: https://www.econbiz.de/10014483248

Machine learning to forecast financial bubbles in stock markets : evidence from Vietnam

Kim Long Tran; Le Hoang Anh; Cap Phu Lieu; Nguyen Duc Trung - In: International Journal of Financial Studies : open … 11 (2023) 4, pp. 1-18

, was employed to achieve this goal. Machine learning algorithms were then utilized to predict real-time financial bubble …

Persistent link: https://www.econbiz.de/10014484373

The changing landscape of financial credit risk models

Verster, Tanja; Fourie, Erika - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-15

learning. As machine learning expands, it becomes necessary to understand how these techniques work and how they can be applied … predictive modelling by considering some factors that influence financial credit risk modelling. The first factor is machine …

Persistent link: https://www.econbiz.de/10014419408

Opening a new era with machine learning in financial services? : forecasting corporate credit Ratings based on annual financial statements

Pamuk, Mustafa; Schumann, Matthias - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-20

making financial credit decisions. Machine learning (ML)-based internal models can be used for the assessment of companies … dataset. To address the problem of the limited dataset, multiple sampling strategies and machine learning algorithms can be …

Persistent link: https://www.econbiz.de/10014419429