Statistical and machine learning models in credit scoring: A systematic literature survey
X Dastile, T Celik, M Potsane - Applied Soft Computing, 2020 - Elsevier
In practice, as a well-known statistical method, the logistic regression model is used to
evaluate the credit-worthiness of borrowers due to its simplicity and transparency in …
evaluate the credit-worthiness of borrowers due to its simplicity and transparency in …
P2P lending survey: Platforms, recent advances and prospects
P2P lending is an emerging Internet-based application where individuals can directly
borrow money from each other. The past decade has witnessed the rapid development and …
borrow money from each other. The past decade has witnessed the rapid development and …
A machine learning approach combining expert knowledge with genetic algorithms in feature selection for credit risk assessment
PZ Lappas, AN Yannacopoulos - Applied Soft Computing, 2021 - Elsevier
Most credit scoring algorithms are designed with the assumption to be executed in an
environment characterized by an automatic processing of credit applications, without …
environment characterized by an automatic processing of credit applications, without …
Extreme learning machines for credit scoring: An empirical evaluation
A Bequé, S Lessmann - Expert Systems with Applications, 2017 - Elsevier
Classification algorithms are used in many domains to extract information from data, predict
the entry probability of events of interest, and, eventually, support decision making. This …
the entry probability of events of interest, and, eventually, support decision making. This …
A sequential approach to market state modeling and analysis in online p2p lending
Online peer-to-peer (P2P) lending is an emerging wealth-management service for
individuals, which allows lenders to directly bid and invest on the listings created by …
individuals, which allows lenders to directly bid and invest on the listings created by …
A deep learning approach to competing risks representation in peer-to-peer lending
Online peer-to-peer (P2P) lending is expected to benefit both investors and borrowers due
to their low transaction cost and the elimination of expensive intermediaries. From the …
to their low transaction cost and the elimination of expensive intermediaries. From the …
Portfolio selections in P2P lending: A multi-objective perspective
P2P lending is an emerging wealth-management service for individuals, which allows
lenders to directly bid and invest on the loans created by borrowers. In these platforms …
lenders to directly bid and invest on the loans created by borrowers. In these platforms …
Credit Risk Analysis using LightGBM and a comparative study of popular algorithms
JG Ponsam, SVJB Gracia, G Geetha… - … on Computing and …, 2021 - ieeexplore.ieee.org
Credit Risk analysis and mitigation have been an area of concern since the 07–08 Financial
Crisis. One of the main reasons for the collapse was the high default rates of low-income …
Crisis. One of the main reasons for the collapse was the high default rates of low-income …
Two-stage credit scoring using Bayesian approach
S Kyeong, J Shin - Journal of Big Data, 2022 - Springer
Commercial banks are required to explain the credit evaluation results to their customers.
Therefore, banks attempt to improve the performance of their credit scoring models while …
Therefore, banks attempt to improve the performance of their credit scoring models while …
Approaches for credit scorecard calibration: An empirical analysis
A Bequé, K Coussement, R Gayler… - Knowledge-Based …, 2017 - Elsevier
Financial institutions use credit scorecards for risk management. A scorecard is a data-
driven model for predicting default probabilities. Scorecard assessment concentrates on …
driven model for predicting default probabilities. Scorecard assessment concentrates on …