[HTML][HTML] Credit scoring methods: Latest trends and points to consider

A Markov, Z Seleznyova, V Lapshin - The Journal of Finance and Data …, 2022 - Elsevier
Credit risk is the most significant risk by impact for any bank and financial institution.
Accurate credit risk assessment affects an organisation's balance sheet and income …

A focal-aware cost-sensitive boosted tree for imbalanced credit scoring

W Liu, H Fan, M ** a profit-driven loan default prediction model
L Zhang, J Wang, Z Liu - Expert Systems with Applications, 2023 - Elsevier
Reliable and effective loan default risk prediction can help regulators and lenders effectively
identify risky loan applicants and develop proactive and timely response measures to …

Profit scoring for credit unions using the multilayer perceptron, XGBoost and TabNet algorithms: Evidence from Peru

R Asencios, C Asencios, E Ramos - Expert Systems with Applications, 2023 - Elsevier
Credit unions are growing microfinance institutions that base their lending decisions on the
judgment of their credit analysts. Therefore, the purpose of this paper is to design 6 profit …

Financial econometrics, mathematics, statistics, and financial technology: an overall view

CF Lee - Review of Quantitative Finance and Accounting, 2020 - Springer
Based upon my experience in research, teaching, writing textbooks, and editing handbooks
and journals, this review paper discusses how financial econometrics, mathematics …

Credit risk prediction based on loan profit: Evidence from Chinese SMEs

Z Li, S Liang, X Pan, M Pang - Research in International Business and …, 2024 - Elsevier
Credit risk prediction should maximize a bank's loan profit. This paper performs modified
profit-based logistic regression (MPLR) by constructing an objective function with the …

Clues from networks: quantifying relational risk for credit risk evaluation of SMEs

J Long, C Jiang, S Dimitrov, Z Wang - Financial Innovation, 2022 - Springer
Owing to information asymmetry, evaluating the credit risk of small-and medium-sized
enterprises (SMEs) is difficult. While previous studies evaluating the credit risk of SMEs have …

How can lenders prosper? Comparing machine learning approaches to identify profitable peer-to-peer loan investments

T Fitzpatrick, C Mues - European Journal of Operational Research, 2021 - Elsevier
Abstract Successful Peer-to-Peer (P2P) lending requires an evaluation of loan profitability
from a large universe of loans. Predictions of loan profitability may be useful to rank potential …

Decisions are not all equal—Introducing a utility metric based on case-wise raters' perceptions

A Campagner, F Sternini, F Cabitza - Computer Methods and Programs in …, 2022 - Elsevier
Abstract Background and Objective Evaluation of AI-based decision support systems (AI-
DSS) is of critical importance in practical applications, nonetheless common evaluation …