Feature Selection Engineering for Credit Risk Assessment in Retail Banking
In classification, feature selection engineering helps in choosing the most relevant data
attributes to learn from. It determines the set of features to be rejected, supposing their low …
attributes to learn from. It determines the set of features to be rejected, supposing their low …
Financial distress cost of Italian small and medium enterprises: a predictive and interpretative model
A Quintiliani - The Journal of Risk Finance, 2017 - emerald.com
Purpose This paper aims to propose a theoretical model designed to predict the likelihood of
financial distress of an enterprise and to quantify the damages whenever the financial crisis …
financial distress of an enterprise and to quantify the damages whenever the financial crisis …
A psychological approach to microfinance credit scoring via a classification and regression tree
I Baklouti - Intelligent Systems in Accounting, Finance and …, 2014 - Wiley Online Library
SUMMARY Microfinance institutions'(MFIs') peculiar lending methodology is characterized
by an unchallenged decision‐making predominance from the part of loan officers. Indeed …
by an unchallenged decision‐making predominance from the part of loan officers. Indeed …
Assess the rating of SMEs by using classification and regression trees (CART) with qualitative variables
F Campanella - Review of Economics & Finance, 2014 - ideas.repec.org
Italian banks have never used the credit rating system to grant funds to SMEs until the
introduction of Basel II accord. Credit Rating Systems use financial ratios that are often not …
introduction of Basel II accord. Credit Rating Systems use financial ratios that are often not …
Collection scoring via regressão logística e modelo de riscos proporcionais de Cox
AR Machado - 2016 - rlbea.unb.br
Em virtude da profissionalização da política de recuperação de créditos, o objetivo da
dissertação foi o desenvolvimento de modelos de Collection Scoring para a determinação …
dissertação foi o desenvolvimento de modelos de Collection Scoring para a determinação …
Internal rating system e soft information: il ruolo degli intangibili e del contesto territoriale nella valutazione del merito creditizio delle pmi
A Quintiliani - 2016 - torrossa.com
La crisi economica che i paesi europei stanno attraversando non ha termini di confronto, per
gravità e durata, con quelle che anche i meno giovani fra gli studiosi delle discipline …
gravità e durata, con quelle che anche i meno giovani fra gli studiosi delle discipline …
Can credit-scoring models effectively predict microloans default? Statistical evidence from the Tunisian microfinance bank
I Baklouti, A Bouri - World Scientific Book Chapters, 2014 - ideas.repec.org
Can Credit-Scoring Models Effectively Predict Microloans Default? Statistical Evidence from
the Tunisian Microfinance Bank IDEAS home Advanced search Economic literature: papers …
the Tunisian Microfinance Bank IDEAS home Advanced search Economic literature: papers …
A Big Data Mining Approach for Credit Risk Analysis
In financial retailing operations, the credit scoring problem consists of assigning a score to
measure a borrower's creditworthiness. The given score will be used to decide whether to …
measure a borrower's creditworthiness. The given score will be used to decide whether to …
The loan officer's subjective judgment and its role in microfinance institutions
I Baklouti, A Bouri - International Journal of Risk …, 2014 - inderscienceonline.com
Microfinance institutions can classify their customers into different risk classes either
empirically, by means of credit scoring models, or manually by having human judges …
empirically, by means of credit scoring models, or manually by having human judges …
Análise do risco de crédito no uso do cartão de crédito
L Jantsch - 2017 - repositorio.jesuita.org.br
RESUMO O objetivo deste trabalho foi mensurar a probabilidade de atraso nos pagamentos
e posterior inadimplência como medida de análise do risco de crédito e de suporte a …
e posterior inadimplência como medida de análise do risco de crédito e de suporte a …