Machine learning techniques for credit risk evaluation: a systematic literature review

S Bhatore, L Mohan, YR Reddy - Journal of Banking and Financial …, 2020 - Springer
Credit risk is the risk of financial loss when a borrower fails to meet the financial commitment.
While there are many factors that constitute credit risk, due diligence while giving loan (credit …

Financial credit risk assessment: a recent review

N Chen, B Ribeiro, A Chen - Artificial Intelligence Review, 2016 - Springer
The assessment of financial credit risk is an important and challenging research topic in the
area of accounting and finance. Numerous efforts have been devoted into this field since the …

Matrix completion and low-rank SVD via fast alternating least squares

T Hastie, R Mazumder, JD Lee, R Zadeh - The Journal of Machine …, 2015 - dl.acm.org
The matrix-completion problem has attracted a lot of attention, largely as a result of the
celebrated Net flix competition. Two popular approaches for solving the problem are nuclear …

[PDF][PDF] Learning using privileged information: similarity control and knowledge transfer.

V Vapnik, R Izmailov - J. Mach. Learn. Res., 2015 - jmlr.org
This paper describes a new paradigm of machine learning, in which Intelligent Teacher is
involved. During training stage, Intelligent Teacher provides Student with information that …

[Књига][B] Artificial intelligence in asset management

SM Bartram, J Branke, M Motahari - 2020 - books.google.com
Artificial intelligence (AI) has grown in presence in asset management and has
revolutionized the sector in many ways. It has improved portfolio management, trading, and …

The effects of handling outliers on the performance of bankruptcy prediction models

T Nyitrai, M Virág - Socio-Economic Planning Sciences, 2019 - Elsevier
Ratio type financial indicators are the most popular explanatory variables in bankruptcy
prediction models. These measures often exhibit heavily skewed distribution because of the …

Knowledge transfer in SVM and neural networks

V Vapnik, R Izmailov - Annals of Mathematics and Artificial Intelligence, 2017 - Springer
The paper considers general machine learning models, where knowledge transfer is
positioned as the main method to improve their convergence properties. Previous research …

Probabilistic modeling and visualization for bankruptcy prediction

F Antunes, B Ribeiro, F Pereira - Applied Soft Computing, 2017 - Elsevier
In accounting and finance domains, bankruptcy prediction is of great utility for all of the
economic stakeholders. The challenge of accurate assessment of business failure …

A global model for bankruptcy prediction

D Alaminos, A Del Castillo, MÁ Fernández - PloS one, 2016 - journals.plos.org
The recent world financial crisis has increased the number of bankruptcies in numerous
countries and has resulted in a new area of research which responds to the need to predict …

[HTML][HTML] Machine learning applied to banking supervision a literature review

P Guerra, M Castelli - Risks, 2021 - mdpi.com
Machine learning (ML) has revolutionised data analysis over the past decade. Like
innumerous other industries heavily reliant on accurate information, banking supervision …