[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 …

Bankruptcy visualization and prediction using neural networks: A study of US commercial banks

FJL Iturriaga, IP Sanz - Expert Systems with applications, 2015 - Elsevier
We develop a model of neural networks to study the bankruptcy of US banks, taking into
account the specific features of the recent financial crisis. We combine multilayer …

Recent advances in the theory and practice of logical analysis of data

M Lejeune, V Lozin, I Lozina, A Ragab… - European Journal of …, 2019 - Elsevier
Abstract Logical Analysis of Data (LAD) is a data analysis methodology introduced by Peter
L. Hammer in 1986. LAD distinguishes itself from other classification and machine learning …

Temporal dependence and bank efficiency drivers in OECD: A stochastic DEA-ratio approach based on generalized auto-regressive moving averages

P Wanke, F Rojas, Y Tan, J Moreira - Expert Systems with Applications, 2023 - Elsevier
There are two gaps in the literature:(1) there has been no effort yet considering the black-
box productive process, through which financial ratio-inputs are turned into financial ratio …

Prognostics of multiple failure modes in rotating machinery using a pattern-based classifier and cumulative incidence functions

A Ragab, S Yacout, MS Ouali, H Osman - Journal of Intelligent …, 2019 - Springer
This paper presents a novel methodology for multiple failure modes prognostics in rotating
machinery. The methodology merges a machine learning and pattern recognition approach …

Cost-sensitive learning using logical analysis of data

H Osman - Knowledge and Information Systems, 2024 - Springer
Classification is a common task in data mining that assigns a class label to an unseen
situation. It has been widely used in decision making for various applications, and many …

Linear versus nonlinear dimensionality reduction for banks' credit rating prediction

C Orsenigo, C Vercellis - Knowledge-Based Systems, 2013 - Elsevier
Dimensionality reduction methods have shown their usefulness for both supervised and
unsupervised tasks in a wide range of application domains. Several linear and nonlinear …

Forecasting bank credit ratings

P Gogas, T Papadimitriou… - The Journal of Risk …, 2014 - emerald.com
Purpose–This study aims to present an empirical model designed to forecast bank credit
ratings using only quantitative and publicly available information from their financial …

Contribution of dynamic experience feedback to the quantitative estimation of risks for preventing accidents: A proposed methodology for machinery safety

S Jocelyn, Y Chinniah, MS Ouali - Safety science, 2016 - Elsevier
This paper proposes a methodological approach for designing a dynamic risk identification
and estimation support tool for machinery safety. Based on a comprehensive literature …

Application of logical analysis of data to machinery-related accident prevention based on scarce data

S Jocelyn, Y Chinniah, MS Ouali, S Yacout - Reliability Engineering & …, 2017 - Elsevier
This paper deals with the application of Logical Analysis of Data (LAD) to machinery-related
occupational accidents, using belt-conveyor-related accidents as an example. LAD is a …