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A survey of machine learning in credit risk
Breeden, Joseph L. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 1-62
Persistent link: https://www.econbiz.de/10012816867
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Predicting loss given default of unsecured consumer loans with time-varying survival scores
Li, Aimin; Li, Zhiyong; Bellotti, Anthony - In: Pacific-Basin finance journal 78 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463798
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The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong; Li, Aimin; Bellotti, Anthony; Yao, Xiao - In: European journal of operational research : EJOR 306 (2023) 2, pp. 968-985
Persistent link: https://www.econbiz.de/10014279674
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Reinventing retail lending analytics : forecasting, stress testing, capital and scoring for a world of crises
Breeden, Joseph L. - 2014 - Reprinted 2014
Persistent link: https://www.econbiz.de/10011434359