Search Results - subject:"default prediction"

Do FinTech lenders align pricing with risk? : evidence from a model-based assessment of conforming mortgages

Liu, Zilong; Liang, Hongyan - In: FinTech 4 (2025) 2, pp. 1-16

This paper assesses whether fintech mortgage lenders align pricing with borrower risk using conforming 30-year mortgages (2012-2020). We estimate default probabilities using machine learning (logit, random forest, gradient boosting, LightGBM, XGBoost), finding that non-fintech lenders achieve...

Persistent link: https://www.econbiz.de/10015432835

Default prediction in the finance industry based on ensemble learning : combining machine learning and deep learning

Le, Hoanh-Su; Le Quang Chan Phong; Truong Cong Vinh; Ho … - In: Business systems research : a system view accross … 16 (2025) 1, pp. 198-218

. Objectives: This study aims to enhance default prediction by employing advanced ensemble learning techniques in machine learning …

Persistent link: https://www.econbiz.de/10015416314

Predicting mortgage loan defaults using machine learning techniques

Krasovytskyi, Danylo; Stavytskyy, Andriy - In: Ekonomika 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/10015435755

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/10015456967

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

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

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

Predicting mortgage loan defaults using machine learning techniques

Krasovytskyi, Danylo; Stavytskyy, Andriy - In: Ekonomika : mokslo žurnalas 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

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

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